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Millions of orders per second matching engine testing

Reading time 4 min
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C++ *Data Mining *Big Data *Data Engineering *
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I had some experience in the matching engine development for cryptocurrency exchange some time ago. That was an interesting and challenging experience. I developed it in clear C++ from scratch. The testing of it is also quite a challenging task. You need to get data for testing, perform testing, collect some statistics, and at last, analyze collected data to find weak points and bottlenecks. I want to focus on testing the C++ matching engine and show how testing can give insights for optimizations even without the need to change the code. The matching engine I developed can do more than 1’000’000 TPS (transactions per second) and is 10x times faster than the matching engine of the Binance cryptocurrency exchange (see one post on Binance Blog).

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