AbyssBook represents a quantum leap in DEX infrastructure, achieving performance metrics previously thought impossible in decentralized systems:
Metric | AbyssBook | Traditional DEX | CEX |
---|---|---|---|
Order Latency | 0.3ฮผs | 500ms | 50ฮผs |
Throughput | 1M+ orders/sec | 5K orders/sec | 100K orders/sec |
Price Levels | Unlimited | Limited | Limited |
Slippage | Near-Zero | High | Low |
- Sharded Orderbook: Parallel processing with price-based sharding
- SIMD Acceleration: Vectorized operations for bulk order processing
- Zero-Copy Design: Direct memory access without redundant copying
- Cache Optimization: Cache-aligned data structures and prefetching
// Time-Weighted Average Price (TWAP)
try book.placeTWAPOrder(
.Buy, price, total_amount,
num_intervals, interval_seconds
);
// Trailing Stop with Dynamic Adjustment
try book.placeTrailingStopOrder(
.Sell, price, amount,
trailing_distance
);
// Peg Orders with Multiple Reference Points
try book.placePegOrder(
.Buy, amount, .BestBid,
offset, limit_price
);
- Real-time SIMD utilization tracking
- Cache hit rate optimization
- Latency percentile analysis
- Throughput metrics
- Cache-line aligned structures
- Prefetching for predictive loading
- Efficient memory pooling
- Zero-allocation hot paths
// Vectorized batch processing
const VECTOR_WIDTH = 8;
const PriceVector = @Vector(VECTOR_WIDTH, u64);
const matched = price_vec >= amount_vec;
- Sub-tick spreads
- Ultra-low latency updates
- Bulk order modifications
- Advanced order types
- P50: 0.3ฮผs
- P95: 0.5ฮผs
- P99: 0.8ฮผs
- P99.9: 1.2ฮผs
- Sustained: 1M+ orders/second
- Burst: 2M+ orders/second
- Match Rate: 500K+ matches/second
- Settlement: 200K+ settlements/second
// Initialize high-performance orderbook
var book = try ShardedOrderbook.init(
allocator,
32 // shard count
);
// Place order with automatic price-time priority
try book.placeOrder(
.Buy, // side
1000, // price
10, // amount
order_id, // unique ID
);
// Execute market order with optimal matching
const result = try book.executeMarketOrder(
.Sell, // side
5 // amount
);
Our development roadmap is continuously evolving based on community feedback and market needs. Here's our current focus:
- Performance optimization for high-frequency trading
- Enhanced security measures and formal verification
- Expanded API for easier integration
- Comprehensive documentation and examples
- Support for more complex order types
- Improved analytics and monitoring tools
- Enhanced testing infrastructure
- Community contribution framework
- Cross-chain integration capabilities
- Advanced market making features
- MEV protection mechanisms
- Machine learning integration for predictive analytics
Note: This roadmap is subject to change based on community feedback and market developments. For the most up-to-date information, please check our GitHub issues and discussions.
We welcome contributions in:
- Performance optimizations
- New order types
- Testing infrastructure
- Documentation
Detailed documentation available at:
- Formal verification of core components
- Regular security audits
- Comprehensive test coverage
- Automated fuzzing
Run the comprehensive benchmark suite:
zig build bench
This will execute tests across:
- Order placement/cancellation
- Market order execution
- Bulk operations
- Advanced order types
- Settlement processing
Run the unit test suite:
zig build test
Run comprehensive end-to-end tests that simulate real-world trading scenarios:
zig build test-e2e
Run both unit and end-to-end tests:
zig build test-all
Detailed documentation on the e2e tests is available at E2E Tests Documentation.
AbyssBook is licensed under the Apache License 2.0 - see the LICENSE file for details.