Case study: Electronic stock exchange

Why don't stock exchanges store the live order book in a relational database and match orders with `SELECT ... FOR UPDATE`?

With 10 million resting orders across the exchange at ~64 bytes per order struct, how much memory does the active limit order book require?

Why do matching engines represent every price as an integer multiple of the minimum tick size (`priceTicks`) rather than a `double`?

A price level at \$100.00 holds 20,000 resting orders in FIFO order. A market maker cancels their order in the middle of that queue by `orderId`. Which data structure makes that cancel O(1)?

You run an active primary matching engine and a hot-standby secondary matching engine fed by the exact same sequenced command log. Which bug in the matching code would cause the two engines' order books to diverge?

In the `exchange-unordered-workers` alternative design, why does running concurrent workers with variable service times and a short queue visibility timeout trigger `orderingViolated`?

The primary matching engine host for Partition 3 (`MSFT`, `NVDA`) loses power at 10:15:00. How does the exchange recover in milliseconds without losing open orders?

A market maker's session disconnects from Order Gateway 1. How must the gateway execute 'cancel-on-disconnect' for that firm's 5,000 resting quotes without corrupting the matching engine?