Dex
Performance
Benchmarks and optimization
Benchmarks
BenchmarkOrderInsert 434,782,608 ops/sec 2.30 ns/op
BenchmarkOrderMatch 1,000,000 ops/sec 487 ns/op
BenchmarkPositionUpdate Sub-microsecond updatesGPU Acceleration
The matching engine uses GPU acceleration via the accel package for:
- Batch order matching
- Price level aggregation
- Risk calculations
- TWAP computation