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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.

Created on 14th February 2021

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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.

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.

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