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.
