Devnexus 2022 - How Does a Matching Engine Work - Juan D Bustamante
Abstract
Electronic exchanges have allowed global markets to become digital. At the heart of an exchange sits a “matching engine” application. Being ultimately responsible for connecting buyers and sellers, a matching engine poses difficult technical challenges around latency, high availability, fairness, determinism, auditability, stability, etc. In this presentation we will discuss the journey we traveled to build new matching engines at the Intercontinental Exchange, and how we addressed each of those concerns.
Juan D Bustamante
Juan is a Principal Engineer at the Intercontinental Exchange, responsible for several components of the mission-critical trading system.
Infused with the pragmatism of the technology organization at ICE, Juan is a very practical software engineer, always looking for ways to build simpler, easier to understand, easier to maintain apps.