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…

Leave a Reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.

All trademarks and copyrights on this page are owned by their respective owners. Quotes from linked articles are probably the property of the publications linked or the property of the person(s) quoted. The rest © 2001- 2024 by James A. Chappell