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Liquibook is Fast

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Liquibook was designed to meet the needs of the most demanding customers. This means:

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How Fast?

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The included performance tests show Liquibook handling over 2 million orders per second.

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What Does the Performance Test Actually Do?

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The included performance test allocates a number of orders, and then runs for a given duration, measuring the time to handle them. If the orders run out before the test completes, the test is rerun with double the number of orders until an iteration completes.

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When complete, it checks the number of orders processed before the end of the test, and reports that, as well as the number of resulting matches (trades).

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The test runs against three different order books:

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The quoted times is for the slowest of these, with 5 levels of aggregation. You can see the performance history on GitHub.

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