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Supercharged Trading Engine
Stock exchanges heavily rely on technology to process large volumes of orders/trades.We have developed a trade matching engine algorithm supporting large number of trades per seconds.
S
Supercharged Trading Engine
Stock exchanges heavily rely on technology to process large volumes of orders/trades.We have developed a trade matching engine algorithm supporting large number of trades per seconds.
The problem Supercharged Trading Engine solves
It solves the problem of processing large volumes of orders/trades requested by user with very low latency.
Challenges we ran into
Design of the application keeping in mind the performance as well as the integrity of the database.
Integrating multithreading efficiently and correctly while working with django querysets.
Designing a realistic algorithm for order matching using price/time priority method.
Hosting issues because of high latency using ngrok for concurrency testing.
Technologies used
Discussion