Rust matching engine · live on this demo

The exchange built for speed.

Velocity Exchange runs a fully in-memory, price-time-priority matching engine written in Rust — matching millions of orders per second with integer-exact accounting and a double-entry ledger.

Matching cost
< 1 µs
average per order, in-memory
Throughput
~4M/s
matching only, 2-vCPU cloud server, live
Accounting
Exact
integer fixed-point ledger
Security
Argon2id
+ TOTP 2FA, JWT sessions

Rust matching engine

A BTreeMap order book with FIFO time priority at each price level. No garbage collector, no float drift — deterministic and blisteringly fast.

Real order lifecycle

Limit and market orders, partial fills, resting liquidity, live depth. Funds are locked on placement so a user can never overspend.

Double-entry ledger

Every balance change is a signed, auditable ledger entry. Balances are always reconstructable by summing deltas.

Live WebSocket data

Order book depth and trade prints stream in real time from the engine straight to the trading screen.

Security first

Argon2id password hashing, TOTP two-factor authentication, and HTTP-only JWT session cookies by default.

Provably fast

Re-run the engine benchmark yourself on the Engine page and watch the throughput number update live.