RSX Exchange

The fastest demonstration exchange — perpetual futures now, options and exotic derivatives next (krons derivatives).

14 Rust crates · ~880 unit tests · 54ns match · 31ns WAL append

Architecture & order lifecycle

The Big Picture

                    +------------+
                    |  Web (WS)  |
                    +-----+------+
                          |
                    +-----v------+
                    |  Gateway   |  WS + casting bridge
                    | (io_uring) |  JWT, rate limit
                    +-----+------+
                          | casting/UDP
                    +-----v------+         +----------+
                    |   Risk     | casting/UDP | Matching |
                    |  Engine    +-------->| Engine   |
                    | (1 shard)  |<--------+ (1/sym)  |
                    +--+---+--+-+  fills   +----+-----+
                       |   |  |                 |
              +--------+   |  +------+     +----+----+
              v            v         v     v         v
         +--------+ +--------+ +------+ +-------+ +-----+
         |Postgres| | Mark   | |Record| |Mktdata| | GW  |
         | (write | | Price  | |(daily| |(shadow| |(fill |
         | behind)| | Agg    | | WAL) | | book) | | usr)|
         +--------+ +--------+ +------+ +-------+ +-----+

Process	Port	Role
Gateway	8080	WS ingress, JWT auth, rate limit, circuit breaker
Risk	UDP	Per-shard margin, liquidation, funding
Matching	SPSC	Per-symbol, slab alloc, price-time FIFO
Marketdata	8180	Shadow book, L2/BBO/trades broadcast
Mark	9201	Binance/Coinbase aggregation, staleness filter
Recorder	DXS	Archival consumer, daily WAL rotation
Maker	WS	Two-sided quoting, auto-reconnect

Order Lifecycle

User          Gateway        Risk          ME
 |               |             |             |
 |--WS order--->|             |             |
 |               |--casting/UDP->|             |
 |               |             |--margin-->|
 |               |             |--casting/UDP->|
 |               |             |             |--match
 |               |             |             |--WAL
 |               |             |<--fills----|
 |               |             |--position   |
 |               |<--fills----|             |
 |<--WS fill----|             |             |

WS → Gateway → Risk → ME → Risk → Gateway → WS. Seven hops, <50us design budget (component sum — E2E harness pending).

RSX Exchange

The Big Picture

Order Lifecycle

System Health

Process Table

Latency (demo proxy path)

Load Test

Key Metrics

Stats

WAL stream lag (proxy)

WAL Status

Logs (tail)

Invariants