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Tag: LOB latency

Why Your Matching Engine Rebuild Failed: The Five-Layer LOB Optimization Framework
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Why Your Matching Engine Rebuild Failed: The Five-Layer LOB Optimization Framework

Ariel SilahianMarch 18, 2026March 18, 2026

Two matching engine rebuilds, eight months, board approval twice — and the latency profile barely moved. The bottleneck was never the matching engine. This article breaks down the five-layer LOB diagnostic framework that located the actual constraint.

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Ariel advises a select number of trading firms on the infrastructure decisions that commit capital. Execution quality, latency, and build versus buy.

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