CoinTossX: An open-source low-latency high-throughput matching engine

We deploy and demonstrate the CoinTossX low-latency, high-throughput, open-source matching engine through small-scale desktop and large-scale locally-hosted testing with multiple traded instruments and clients managed concurrently by sending orders using the Julia and Python languages. We demonstrat...

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Bibliographic Details
Main Authors: Ivan Jericevich, Dharmesh Sing, Tim Gebbie
Format: Article
Language:English
Published: Elsevier 2022-07-01
Series:SoftwareX
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711022000875