CoinTossX: An open-source low-latency high-throughput matching engine

We deploy and demonstrate the CoinTossX low-latency, high-throughput, open-source matching engine with orders sent using Julia Python languages. show how this can be deployed for small-scale local desk-top testing discuss a larger scale, but hosting, multiple traded instruments managed concurrently by clients. then cloud based deployment Microsoft Azure, large-scale industrial simulation research use cases in mind. The system is exposed interacted via sockets UDP SBE message protocols monitored simple web browser interface HTTP. give examples showing to market data feeds developed Java submitted as binary encodings (SBE) Aeron Media Driver high throughput transport. separates order-generation environments e.g. agent-based model simulation, from of orders, data-feeds various modularised components order-book system. This ensures more natural realistic asynchronicity between events generating associated dynamics data-feeds. promote preferred order submission environment.