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The LMAX Architecture (2011)

LMAX is a retail financial trading system that can handle that can 6 million orders per second on a single JVM thread. The business logic runs in-memory surrounded by disruptors using event sourcing.

As a consequence the LMAX team puts a lot of attention into ensuring the input events are fully valid before doing any mutation of the in-memory persistent state. Based on this experience they knew how difficult it was to maintain Betfair's performance and were sure that this kind of architecture would not work for the very low latency that a trading site would require. Mechanical sympathy is very valuable - it helps to form hypotheses about what improvements you can make, and guides you to forward steps rather than backward ones - but in the end it's the testing gives you the convincing evidence.

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