When the 1000+ automated testing suite for the new matching engine passes without any failure.pic.twitter.com/h0qVyvdk1o
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but it's core trading engine or margining included (or is margining split into separate service w diff tests?)
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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I know some exchanges prefer to use external workers to manage margin and liquidations. The issue there ends up being IPC and latency. Having core threads is extremely more efficient.
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so you're doing it all (matching, margining) on a single therad, no multithreading -- to prioritise integrity?
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