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Dex

Performance

Benchmarks and optimization

Benchmarks

BenchmarkOrderInsert     434,782,608 ops/sec    2.30 ns/op
BenchmarkOrderMatch       13,157,894 ops/sec   76.0 ns/op
BenchmarkPositionUpdate   1,572,327 ops/sec    636 ns/op

GPU Acceleration

The matching engine uses GPU acceleration via the accel package for:

  • Batch order matching
  • Price level aggregation
  • Risk calculations
  • TWAP computation

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