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by krunaldo
4811 days ago
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The matching engine should be separated completely from the rest of system as this is the one component where you want to align with cpu cache and all other kind of crazy low level optimizations. I do agree that mtgox system is slow but we should keep in mind the resource difference both in time and money the large stock exchanges have had time to build their systems. Most of the stock exchanges also don't build their own system but rely on buying one from a independent organization or another stock exchange. A small nitpick:
Volume is one metric but it does not matter in reality the important part is the amount of transactions on a specific symbol. |
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That's quite right, thanks :)
Real venues incentivize participants to post orders in round lots (generally 100 shares) and some of them penalize participants who add liquidity with extraordinarily low fill rates. These rules help reduce load on the matching engine, and afaik mtgox has no analogous rules.