The Java RTS No-Heap Version

In the no-heap version of the trading system, the code is quite different. For starters, the time-critical trade execution code—within OrderManager—now runs within a NoHeapRealtimeThread. As a result, the market cache, the order book, and the OrderManager class all reside within immortal memory (see Figure 11-7). The MarketManager, however, remains mostly the same and still executes within a RealtimeThread.

Figure 11-7. The trading engine with NoHeapRealtimeThreads and ImmortalMemory.