Performance

Some performance numbers..

on a single iMac core i7 (4 cores, 8 hyper-threaded) running the exchange with clients on same machine, so no physical network transmission)

with a single market maker client

approx: 3800 double-sided quotes per second with average 230us rtt

with 4 market maker clients

approx: 9000 double-sided quotes per second with average 430us rtt