Akuna | OA | Designing a High-Throughput Matching Engine | March 12, 2023

Problem Statement: Matching Engine Overview A matching engine is used by modern exchanges to match orders from market participants. An order is a simple request or offer to buy or sell an asset. Example (Fish Market): Buyer A: "I will buy 5 fish, willing to pay up to $10 per fish." Buyer B: "I will buy 5 fish, willing to pay up to $9 per fish." Seller C: "I will sell 10 fish, for at least $8 per fish." In ...