Yeshiva University CS: TraderX rebuilt on the LMAX architecture over an Aeron Raft cluster. See what’s new.
Yeshiva University · Computer Science
Yeshiva University Computer ScienceTraderX

Yeshiva University’s own build of FINOS TraderX, taken from the reference application into a trading system with a sequenced matching engine, pre-trade risk, post-trade processing, FIX, market history and EOD integration. The catalog contains 14 upstream numbered states and 18 YU states; YU18 also holds order-lifecycle, recovery and Trader Desk components.

Explore the original Demo console and the new Trader Desk, then follow the specifications and tests behind each workflow. Local validation and historical measurements are labelled separately from deployment readiness.

See what’s new.

Live DemosGitHub Repository

Historical measurements

Published figures from earlier Kubernetes campaigns, preserved with their workload boundaries. These are not new measurements of the current integration build. How performance and correctness are checked.

259,200orders/sec
Sustained end-to-end throughputPer-order binary ingress across six gateways, counted at the leader’s committed sequence over a 20-second steady window. Throughput scales with gateway count at roughly 47,000/sec each; the ceiling is gateway ingress rather than consensus.
185–227µs
Consensus commit latencyTime from a leader accepting an order to it being committed across three members. Held flat across a 6× load sweep and every in-flight window depth tested.
0.45–0.57µs
Match and applyThe matching engine itself, on the replicated apply path; historical steady-state allocation evidence applies to the tested JVM profile.
< 1.5ms p50
Per-order round tripClient-observed, sustained to 75,000 orders/sec, with p99 near 2 ms once the in-flight window is sized for the load.
< 200ms
Leader failoverKilling the leader to orders flowing again, measured on Kubernetes with an independent gateway-session probe. The election is Raft-internal, with Kubernetes out of the decision path, with no order ID reuse observed in those drills. Client recovery time and leader election time measure different parts of failover.

From reference demo to order management system

FINOS TraderX supplies the reference application and numbered learning states. The YU lineage adds a single-threaded engine, durable risk controls, post-trade processing, history, algorithms, FIX, consensus, options and OTC support. YU18 connects EOD inputs to validated external results and adds managed recovery and a separate Trader Desk. Specifications describe both implemented behavior and remaining acceptance work.

Trading and controls

Sequenced matching, admission risk, durable control feeds, settlement, reconciliation, FIX and typed order lifecycle.

Market and portfolio data

Historical ticks, replay, options, OTC terms and EOD cuts connect trading to validated external result intake.

Two user interfaces

The Demo console retains operational and research tools. Trader Desk groups account, market, order, position and risk workflows.

Demo environment registry

2 environments sourced from live environment catalog version 1.0.0All demo environmentsView catalog source

Documentation exports

Text documentation exports

Text documentation exports

Generated by the configured Docusaurus LLM docs plugin during the website build.