Disruptor, Now Open Source!

LMAX Exchange

The Disruptor, the design pattern at the core of the financial exchange I’m helping build at LMAX has been open sourced.  If you’ve seen the presentation that Martin Thompson and I gave at QCon or the one I did for the LJC @Skillsmatter, this is the ring-buffer based code that we’ve been banging on about for a while.

What is the Disruptor?

At its simplest, it’s an alternative to a queue, but can also can be thought of as a simple actor-like concurrency framework.

Why?

Performance, it’s about 8-9 times higher throughput and 3 orders of magnitude lower latency than Java’s ArrayBlockingQueue.  There’s a technical article on the Google code site with more details of the implementation and comprehensive performance test results.

LMAX Exchange Staff Blogs Mike Barker   Foreign Exchange   LMAX Exchange  

Any opinions, news, research, analyses, prices or other information ("information") contained on this Blog, constitutes marketing communication and it has not been prepared in accordance with legal requirements designed to promote the independence of investment research. Further, the information contained within this Blog does not contain (and should not be construed as containing) investment advice or an investment recommendation, or an offer of, or solicitation for, a transaction in any financial instrument. LMAX Group has not verified the accuracy or basis-in-fact of any claim or statement made by any third parties as comments for every Blog entry.

LMAX Group will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on such information. No representation or warranty is given as to the accuracy or completeness of the above information. While the produced information was obtained from sources deemed to be reliable, LMAX Group does not provide any guarantees about the reliability of such sources. Consequently any person acting on it does so entirely at his or her own risk. It is not a place to slander, use unacceptable language or to promote LMAX Group or any other FX and CFD provider and any such postings, excessive or unjust comments and attacks will not be allowed and will be removed from the site immediately.