exchange-core
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
APACHE-2.0 License
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- bugfix: avoid possible deadlock when using blocking wait strategy;
- bugfix: incorrect speculative move rejection;
- logging: dump configuration on startup;
- tests: improve test commands generation;
- tests: make cucumber tests cover each major configuration;
- tests: improve unit tests;
- tests: detailed hashstate report, faster hash state calculation for hashmaps.
exchange-core
- 0.5.2
Published by mzheravin over 4 years ago
- bugfix: incorrect speculative move rejection;
- logging: dump configuration on startup;
- tests: improve test commands generation;
- tests: make cucumber tests cover both major configuration;
- tests: improve unit tests;
- other: optimize pom.xml,
exchange-core
- 0.5.1
Published by mzheravin over 4 years ago
- logging configuration option (enables some debug logging inside Risk and Matching engines);
- blocking wait strategy (less power usage);
- improved serialization configuration option;
- new configuration option - disable margin trades;
exchange-core
- 0.5.0
Published by mzheravin over 4 years ago
- new order type Fill-Or-Kill with budget cap;
- add reduce (partial cancel) command, cancel event renamed to reduce event;
- rejection events comes only with SUCCESS result, for non-successful result means implicit rejection.
- remove fast order book and buckets implementations, remove IOrdersBucket interface;
- attach trades in ascending order (not reversed as it was previously);
- allow matching with own orders;
- improved RiskEngine performance on big volumes;
- new integration tests for trades and rejections;
- new configuration options - turn off risk control, commands-group collecting duration;
- fix SimpleEventsProcessor (incorrect reject processing);
- test commands generation improvements: detach pre-fill commands list, change test data sizes, longer tail for symbols distribution, improved test data generation correctness (separated pre-fill phase, stick to required number of command, fix order book size calculation);
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