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by bob1029 456 days ago
https://www.infoq.com/presentations/LMAX/
1 comments

These aren't financial exchanges, they're a sports betting and an expense management system.

I share OPs skepticism. Market makers invest in microwave towers, FPGAs, etc. I would be surprised if sqlite backed by NVME is on the other end of all that specialized hardware.

Order matching is a single threaded thing though. I would be curious if anyone knows how electronic trading systems are actually implemented.

> I share OPs skepticism

> I would be surprised if sqlite backed by NVME is on the other end of all that specialized hardware.

I was not making this assertion. I am surprised anything like it got inferred (i.e., my use of the word "premise" regarding single thread/writer policy).

I agree that what you describe would be ridiculous in practice.

> I would be curious if anyone knows how electronic trading systems are actually implemented.

> Order matching is a single threaded thing though.

I think you answered your own question.