Four Insidious Bugs That Could Nuke MatchEngine in Live Trading
Your shiny order matching engine hums along in tests. Then production hits, duplicates spawn, and chaos reigns. MatchEngine v0.2.0 just patched the holes that could've tanked it.
theAIcatchupApr 08, 20264 min read
⚡ Key Takeaways
Enforce order ID uniqueness with a simple index map to prevent book corruption.𝕏
Use precise decimals, not floats, for prices and quantities in trading engines.𝕏
Atomic operations across engine and books kill races that explode in production.𝕏
The 60-Second TL;DR
Enforce order ID uniqueness with a simple index map to prevent book corruption.
Use precise decimals, not floats, for prices and quantities in trading engines.
Atomic operations across engine and books kill races that explode in production.