Matching Engine:
As per general architecture specification.
Order / Execution Rate:
・New / amend / cancel HFT cycle (no execution) : >2,000,000 / Sec
・Order match (execution + price update) : >2,000,000 / Sec
・Turnaround latency (co-located equipment) : 150 μSec
Order Types : FOK, FAK, Limit
Future specs:
・Market orders on book
・Order Types: MarketToLimit
・Session trading (OnOpen / OnClose order types)