SE-Radio Episode 254: Mike Barker on the LMAX Architecture

Mike Barker talks with Sven Johann about the architecture of the
LMAX system. LMAX is a low-latency, high-throughput trading
platform. Their discussion begins with what LMAX does; the
origins of LMAX; and extreme performance requirements faced by
LMAX. They then delve into systems that LMAX communicates with;
LMAX users; the two main components of the system (broker and
exchange); Mechanical Sympathy as an architectural driver;
message flow using the Disruptor library; and lock-free
algorithms. Mike and Sven wrap up by discussing how a well
modeled domain model can improve the performance of any system;
automated (performance) tests; continuous delivery; and measuring
response times.