Presentation: "LMAX - How to do over 100K concurrent transactions per second at less than 1ms latency"

Time: Thursday 16:50 - 17:50

Location: Franciscan I & II

"Conventional wisdom says that memory is fast, disk is slow, networks are slower and that fast systems must be highly concurrent to achieve maximum performance. Much of this is outdated and some of it is now wrong. Modern hardware is phenomenally fast, but we have become complacent and use it in extremely inefficient and inappropriate ways.

For world class performance on commodity hardware you need to take a holistic approach to software design. The good news is that all the stuff we learned in computer science 101 is what really matters, choose your data structures carefully, model your domain, understand your platform, work hard to have a clear separation of concerns, but as well as all of that, run your business logic on a single thread!?

Martin Thompson and Mike Barker work for the London Multi-Asset Exchange (LMAX) and are building one of the world's fastest trading platforms using a radical new architecture that takes it all back to basics. This session will describe some of the challenges faced when developing the worlds fastest financial exchange - little things like how to do over 100K/tps at less than 1ms latency yet still have full HA support in a distributed environment."

Martin Thompson, CTO and co-founder of LMAX/Tradefair

 Martin  Thompson

Martin has had a passion for pushing software and electronics to the limit since childhood.  He was the type of kid who took the video recorder apart and then fixed it.  Since then he has always been attracted to business problems where high performance computing can open new, previously impossible, opportunities. 

The first stock market data feeds to PCs as in the early 90s, the first generation of internet banks, the largest product content management systems is where Martin has broken new ground while honing his craft.  After working on the world's largest sports betting exchange (Betfair) he co-founded LMAX the first retail financial exchange.

Martin brings his mechanical sympathy for the hardware to the software he creates, which has taken him deep into the subjects of concurrency and parallel computing. Martin is the CTO of LMAX leading the build of the highest performance financial exchange.

Michael Barker, Lead developer at London Multi-Asset eXchange (LMAX)

 Michael  Barker

Michael Barker is currently a lead developer at London Multi-Asset eXchange (LMAX) where he spends most of his time scratching his head while thinking about simpler and faster solutions. 

Intermingled with travelling to various countries around the world, Michael's 10+ years of experience has been spent battling unnecessary complexity across a variety of industries (finance, telecoms, government) and in whatever technology that happens to have been hurled in his direction (Java/JavaEE, C++, .NET).  Michael is also a sporadic Open Source contributor having dropped patches into a number of OSS projects including PostgreSQL, JBoss, GNU Classpath and most recently Mono.