When the 1000+ automated testing suite for the new matching engine passes without any failure.pic.twitter.com/h0qVyvdk1o
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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
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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Yes but sharded. IE. We use 45 threads to shard by user_id % 45. In this way we can scale with the user base but still keep the single user atomic
End of conversation
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