Registered: Jan 2009
08-30-12 01:37 PM
Quote from braincell:
Lots of that code in proc enter2order can be optimized with pure ASM code, like checking for most common conditions first in comparatives, etc. I know the rest of it is in C/ASM but this matching engine part should be too! imho...
Nevertheless, it's interesting stuff.
Remember that's source code from 2003. They did a lot of quirky things back then because the hardware it all ran on was very basic.
That's shockingly similar to some of the other ECN's source code of that vintage.