book / order book / priority

[kapitan-k]

1. performance / scaling / structuring :
   I propose (code) structuring / scaling on a per instrument basis:
   That means. One thread/routine/co-routine (whatever) per instrument.
   Hereby: Don't allow "too high" frequency on order place, modify and cancel.

2. randomness:
   Guaranteed by a "random" delay of incoming order place and cancel. After that orders may be matched in a continuous manner.