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/opGPU Acceleration
The matching engine uses GPU acceleration via the accel package for:
- Batch order matching
- Price level aggregation
- Risk calculations
- TWAP computation