It is quite fitting that another HN darling, Jane Street, uses similar architecture in their exchange(s).
Event input queue, fully deterministic matching engine, and an output queue. Plus importantly, a sequencer to guarantee that the events going into the input queue have a known order.
Aspects of their architecture and design decisions have been made public through their podcast series, Signals and Threads.[0]
Event input queue, fully deterministic matching engine, and an output queue. Plus importantly, a sequencer to guarantee that the events going into the input queue have a known order.
Aspects of their architecture and design decisions have been made public through their podcast series, Signals and Threads.[0]
0: https://signalsandthreads.com/