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[ArjunVachhani]

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[smn333]

Hi,
I'm an engineering student and I was trying to understand the code,
Is it that each MatchingEngine instance has to be created for each stock right? like if we want order matcher for 10 companies like microsoft and google etc., so each company we create a new (new MatchingEngine ()) instance .
Is this correct? - Also is this the efficient way to do ?
If what I understood is correct then user should track the multiple MatchEngine instances? Is that correct?

[ArjunVachhani]

Hi @smn333

Is it that each MatchingEngine instance has to be created for each stock right? like if we want order matcher for 10 companies like microsoft and google etc., so each company we create a new (new MatchingEngine ()) instance .

Yes, for each company you need to create a new instance of MatchineEngine

Is this correct? - Also is this the efficient way to do ?

Yes, MatchineEngine is light weight class. You need to create new instance of MatchineEngine class for each company/trading pair.

If what I understood is correct then user should track the multiple MatchEngine instances? Is that correct?

Not sure what you meant by "user should track the multiple MatchEngine". But you can pass TradeListener in each instance to listen for events and then you can then broadcast events to relevant audience.

[smn333]

Hi @ArjunVachhani ,

Thank you so much for the quick response.
So, if we create two Matching Engine instances for two different company/trading pair - suppose A and B.
And there is a buy/bid for both A and B at exact same point of time, how will it be processed?

I mean it is sequentially processed right? - and we need to handle it parallely right? or are these handled in the deployment scenario and code remains same?

I am trying to understand is this how in real world matching engine works in a stock exchange -- in your code - I ideally find functionality of an exachange done, so was trying to understand is it that - how we handle matching engine objects is what forms an exchange..

Thanks,
Subramanya

[ArjunVachhani]

Hi @smn333

So, if we create two Matching Engine instances for two different company/trading pair - suppose A and B.
And there is a buy/bid for both A and B at exact same point of time, how will it be processed?

For each company sequence of order should be preserved (price time priority). If both order of same company then it should be processed sequentially. In your example you can process bids of both company parallelly as they are trading different instrument.

[smn333]

HI @ArjunVachhani ,
Got it, Thanks for the response.
One more doubt, you qualified 1million transactions per second, but how was this tested? did you use any load testing tools or can you guide how to test if we clone your repo?
Thanks,
Subramanya

[ArjunVachhani]

Sure, code is under performance-tesstint-7.0 branch.

Here is a file that measures it.
https://github.com/ArjunVachhani/order-matcher/blob/performance-testing-7.0/OrderMatcher/OrderMatcher.Performance/LoadRunner.cs