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Backend

Apex Market: Ultra-Low-Latency Order Matching Engine

Institutional-grade order book matching engine with WebSocket depth streams and sub-millisecond execution.

Apex Market: Ultra-Low-Latency Order Matching Engine
The story behind the build

Engineered an in-memory L2/L3 order matching engine capable of executing 250,000 orders/sec per symbol. Includes real-time charting, risk calculation engines, and cold-storage security integration.

Highlights

  • 01Lock-free concurrent ring buffers for high-speed order queuing
  • 02Multi-tier Redis stream snapshots with asynchronous persistence to MongoDB

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