Disruptor pattern for feeding orders into the matching unit

mattdavey / EuronextClone

Euronext Clone

32 stars 19 forks source link

Disruptor pattern for feeding orders into the matching unit #5

Closed prystupa closed 12 years ago

prystupa commented 12 years ago

We may want to explore LMAX-like approach to lock-free message processing to handle orders. Does this mean a RingBuffer per symbol? No sure...

mattdavey commented 12 years ago

Partially implemented in MatchingEngine.java. Following LMAX concepts on the need for journal and replicate (http://martinfowler.com/articles/lmax.html). To answer the question, one disruptor per matching unit is the current design