Building a financial exchange like the one that LMAX Exchange runs is a unique challenge. Customers demand low and predictable latency at ever increasing volumes. Over the past four years it has grown to a system that regularly spikes beyond 10K transactions/sec with end-to-end latencies measuring just a few 100’s of microseconds. In this talk we will give an overview of the architecture that delivers this – how we’ve built a high throughput, low latency, scalable, resilient and reliable system – all in plain old Java.
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