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Re:Kraken Returns with Free Trading by bitcoinusername on Saturday January 13, 2018 @08:06AM (#16139465)
Any docs on designing trading engines? How to process trades efficiently and correctly? What kind of algorithms, datastructures to use to make the trading engine scale?

I thought this kind of stuff is a solved issue, some kind of distributed queueing messaging engine with the trading logic at the collector of all these trading messages.

Re:Kraken Returns with Free Trading by rprime on Saturday January 13, 2018 @08:59AM (#16139614)
That's something that I've been trying to find myself, with not that much luck.

Jane Street Capital has a nice video presentation though: https://blog.janestreet.com/how-to-build-an-exchange/

Re:Kraken Returns with Free Trading by eitland on Saturday January 13, 2018 @08:26AM (#16139513)
I liked this one by Martin Fowler a few years ago: https://martinfowler.com/articles/lmax.html
Re:Kraken Returns with Free Trading by newman8r on Saturday January 13, 2018 @08:13AM (#16139483)
I don't have a crypto-specific resource, but market microstructure is the general field you're looking for https://en.wikipedia.org/wiki/Market_microstructure