The Order-Matching Engine

Summary

This chapter covered the following points:

• We explained how the order decision process takes place based on various matching criteria such as price and time priority.

• We provided a basic overview of the important data structures available in the .NET Framework.

• We discussed various approaches provided by the .NET Framework to achieve parallelism in processing orders.

• We covered different types of thread synchronization techniques that are essential for protecting the integrity of shared data from multiple thread access.

• We introduced thread scheduling and how thread priority and CPU affinitization further allows you to balance the processor utilization.

• We discussed the advantages of using server timers.

• Finally, we implemented a prototype of an order-matching engine that basically sums up the important features discussed in this chapter.