As part of a wide reaching roadmap, Dimensions Network are building a centralized trading platform and currently have a live trading demo available on their website.

In response to requests from the cryptocurrency community, Dimensions Network have performed a series of tests to assess the ability of their trading engine to match orders.

Testing Hardware:

The trading demo runs on a single low cost virtual server.

Software Configuration:

The demo is running with early alpha release of the trading engine:

Additional performance improvements are being implemented into the matching engine and will be rolled out at a later date. The rule engine is not incorporated into this demo. The rule engine is an extra validation step which is performed prior to an order can be placed into the orderbook.

Testing Methodology:

The usd_eth order book is pre-populated with a large number of uniquely priced orders, all on either the bid or ask side. Each order has a unique price to make the matching process as challenging as possible. A single large order is then placed, sufficient to consume all of the orders in the entire order book. Each executed trade is stored in a database with a unique timestamp to indicate when the execution occurred. The difference in time between the first and last executions gives an indication of the matching speed.

Results:

Based on the above results, the order matching engine is sufficiently robust to handle even the largest cryptocurrency exchange. The order matching process is separately linked to each order book, so scaling to additional trading pairs will not degrade performance.

Conclusion:

The order matching process is unlikely to become an issue as the exchange scales.

The insertion of orders into the order book, and managing the orderbook state is a more computationally intensive process, and this can have an impact on matching speed. A further article will be published to discuss this topic.

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