When the 1000+ automated testing suite for the new matching engine passes without any failure.pic.twitter.com/h0qVyvdk1o
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1000 distinct unit tests?
Yep. Most of them simulate trading scenarios (cascading liquidations, staggered stops, ...)
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but it's core trading engine or margining included (or is margining split into separate service w diff tests?)
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Our matching engine integrates margin at the very core. It's critical that liquidations are handled as efficiently as possible. Also in this way you guarantee best integrity
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Wen open source sir :)
Thanks. Twitter will use this to make your timeline better. UndoUndo
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