4 ms·

I can't speak as to how coinbase tested their specific exchange, but having written 4 trading systems and some exchange code, I can probably answer many of the

• sandGorgon 12y ago
  could I ask a quick question here ? I have written a few ecommerce payment carts and reconciliation systems - I have built the maker checker processes and batch processes that account for refunds/erroneous txns, etc. I have two big specific questions in exchanges : 1. injecting new inventory - But I could probably think of an exchange built using a couple of queues in rabbitmq and a few python workers... but this will not give me subsecond latency. What would you choose to build a super low latency eventing system using current off-the-shelf components ? 2. the order matching system. does the choice of programming language make a difference ? probably the matching system is where you need strong type checking. I suppose that the maker-checkers and EOD reconciliation remains the same. @tptacek - I dont understand your question about testing. do you refer to testing of sub-microsecond latencies/race conditions ? Is there even a way to simulate that (Jepsen?)