Optimized in a live trading environment and on all major venues, the library is capable of serving multiple exchanges and orders with latency <1ms.
Being used in live systems at numerous firms, the library has reliably processed millions of orders in all market environments.
A JSON-based configuration scheme allows for easy setup of individual parameters such as custom trading fees, rate limits, etc., for each pair.
Being fully parallelized, the library takes advantage of multi-core CPUs. Each exchange runs with its own set of dedicated threads for maximal scalability.
