6 Million Orders per Second on a Single Thread

The LMAX Architecture

LMAX is a new retail financial trading platform. As a result it has to process many trades with low latency. The system is built on the JVM platform and centers on a Business Logic Processor that can handle 6 million orders per second on a single thread. The Business Logic Processor runs entirely in-memory using event sourcing. The Business Logic Processor is surrounded by Disruptors – a concurrency component that implements a network of queues that operate without needing locks. During the design process the team concluded that recent directions in high-performance concurrency models using queues are fundamentally at odds with modern CPU design.

The motivation for developing this technology was to facilitate betting on sporting events…

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