High frequency order matching engine
Delete orders in O(1) Insert in O(logN) Match in O(1)
Can process around 250k per second right now.
Based on prachub.com/interview-questions/design-an-in-memory-order-matching-engine
| Name | Name | Last commit date | ||
|---|---|---|---|---|
High frequency order matching engine
Delete orders in O(1) Insert in O(logN) Match in O(1)
Can process around 250k per second right now.
Based on prachub.com/interview-questions/design-an-in-memory-order-matching-engine