Do you support multithread trading?

ArjunVachhani / order-matcher

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

MIT License

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Do you support multithread trading? #35

Closed P9avel closed 2 years ago

P9avel commented 2 years ago

I am quickly look code and cannot find locks. Do you support multithread trading?

ArjunVachhani commented 2 years ago

MatchingEngine class does not support multithreading(not thread safe). However you could have multiple threads for better performance. for example one thread for reading inbound message/order, one thread for processing messages, one thread for sending matches/updates to other component.

P9avel commented 2 years ago

Many thanks for your suggetion, Possible can you upgrate project to .Net 6. I am think will be good.

ArjunVachhani commented 2 years ago

@P9avel I will target it to .Net 6 in coming days