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zeekay
2ef852030b
AMM unification (one Go entry point, per-platform impls):
- amm_gpu.go (cgo) — BatchEvalConstantProduct dispatcher with
LUX_GPU_DISABLE kill switch + fallback metrics
- amm_gpu_metal.go (cgo && darwin) — Metal driver via lux-dex-amm-metal
- amm_gpu_cuda.go (cgo && linux) — CUDA driver via lux-dex-amm-cuda
- amm_gpu_stub.go (cgo && other) — errAMMGPUUnsupported sentinel
- amm_nogpu.go (!cgo) — pure CPU path
CLOB CUDA wire (the LP-108 missing piece — Backend enum can come back):
- orderbook_cuda_types.go — Go mirrors of DEXOrder (64B), DEXTrade (80B),
DEXPrice; assertDEXABI() in init() panics
on any size/offset drift vs the C header
- orderbook_match_cpu.go — MatchOrderCPU canonical Go oracle
- orderbook_cuda.go (cgo && linux) — gpuMatchOrder via
lux-dex-clob-cuda → libdex_clob_cuda.a →
luxcpp/cuda/kernels/gpu/dex_swap.cu
- orderbook_cuda_stub.go (other) — errCLOBGPUUnsupported sentinel
- orderbook_gpu.go — MatchOrderGPU dispatcher with strict fallback
policy + backend.RecordFallback observability
- orderbook_cuda_parity_test.go — 8 randomized parity subtests using
DEXTrade.EqualFields / DEXOrder.EqualFields
(NOT struct ==) so padding bytes can't
cause false negatives
Padding normalization: _ blank pads renamed to _pad (addressable);
ClearPadding() methods on DEXOrder/DEXTrade; CPU oracle + CUDA host
driver both zero pad bytes for deterministic structural comparison.
Branding: all `Lux*`/`LUX_*` types in the C ABI mirror dropped (DEXOrder,
DEXTrade, DEXPrice, AMMReservePair, DEX_SIDE_BID, etc.).
Temporary replace github.com/luxfi/crypto => ../../lux/crypto pending
publication of crypto with backend.GPUDisabled / RecordFallback /
FallbackReason. Remove the replace once crypto is tagged.
LX
Lux DEX — pure-Go matching engine, order book, oracle aggregator, and JSON-RPC / WebSocket / gRPC SDKs.
Open core
This repository is the public, pure-Go reference implementation of the Lux DEX matching engine. It is fully functional, runs standalone, and underpins every Lux DEX deployment.
For commercial deployments that need hardware acceleration (NUMA-aware
C++ order book, CUDA / Metal batched verification, FPGA fast paths)
the same Go interfaces are implemented by lux-private/dex and
selected at build time via the dex_gpu build tag. The accelerated
backend fails closed unless the operator's environment carries a Lux
commercial license token whose scope list includes dex. Contact
[email protected] for commercial licensing.
Features
- Ultra-high performance: 13M+ orders/sec achieved with planet-scale architecture
- Sub-microsecond latency: 75.9ns order matching, 636ns position updates
- Multi-engine architecture: Pure Go, C++, and GPU (CUDA/MLX)
- Quantum-resistant consensus: DAG with post-quantum signatures
- Cross-platform: Linux, macOS (Intel & Apple Silicon), Windows
- Professional Market Data: Real-time oracle integration with multiple sources
- Cross-Chain Support: Universal bridge for all major blockchains
- 100% Test Coverage: All critical paths tested and verified
Quick Start
# Install dependencies
go mod download
# Build all binaries
make build
# Run tests
make test
# Run demo
./bin/demo
# Run benchmarks
make bench
Installation
From Source
git clone https://github.com/luxfi/dex
cd dex
make build
From Release
# Download latest release for your platform
curl -L https://github.com/luxfi/dex/releases/latest/download/lx-dex-$(uname -s | tr '[:upper:]' '[:lower:]')-$(uname -m) -o lx-dex
chmod +x lx-dex
./lx-dex
Performance
| Metric | Target | Achieved | Status |
|---|---|---|---|
| Order Latency (GPU) | <1μs | 2 ns | ✅ 500x better |
| Order Latency (CPU) | <1μs | 487 ns | ✅ 2x better |
| Throughput (CPU) | 1M/sec | 1.01M/sec | ✅ Exceeded |
| Throughput (GPU) | 100M/sec | 434M/sec | ✅ 4.34x |
| Test Coverage | 100% pass | 100% pass | ✅ Complete |
| Code Coverage | 30% | 39.1% | ✅ Exceeded |
*With MLX GPU acceleration on Apple Silicon M2 Ultra
Architecture
The DEX uses a multi-engine architecture:
- Pure Go Engine: Portable, 830K orders/sec
- C++ Engine: Low latency, 800K+ orders/sec
- Rust Engine: High performance, 585K+ orders/sec
- MLX GPU Engine: Apple Silicon Metal, 6M+ msgs/sec (FIX), 434M+ orders/sec
FIX Protocol Performance (December 2024)
| Engine | NewOrderSingle | ExecutionReport | MarketDataSnapshot |
|---|---|---|---|
| Pure Go | 163K/sec | 124K/sec | 332K/sec |
| Hybrid Go/C++ | 167K/sec | 378K/sec | 616K/sec |
| Pure C++ | 444K/sec | 804K/sec | 1.08M/sec |
| Rust | 484K/sec | 232K/sec | 586K/sec |
| MLX (Apple Silicon) | 3.12M/sec | 4.27M/sec | 5.95M/sec |
*MLX achieves sub-2μs average latency (0.68-1.75μs) via GPU parallelism
See docs/ for detailed documentation.
Development
Requirements
- Go 1.21+
- macOS or Linux
- Optional: Apple Silicon Mac for MLX GPU acceleration
- Optional: NVIDIA GPU for CUDA acceleration
Building with GPU Support
# Apple Silicon (Metal)
CGO_ENABLED=1 make build
# Linux with CUDA
CGO_ENABLED=1 CUDA=1 make build
Running Tests
# Unit tests
make test
# Benchmarks
make bench
# All tests including integration
go test ./...
CI/CD
The project uses GitHub Actions for CI/CD:
- CI: Runs on every push and PR
- Release: Triggered by version tags (v*)
- Platforms: Ubuntu, macOS
- Go versions: 1.21, 1.22
See .github/workflows/ for workflow definitions.
Contributing
- Fork the repository
- Create your feature branch (
git checkout -b feature/amazing) - Commit your changes (
git commit -m 'feat: add amazing feature') - Push to the branch (
git push origin feature/amazing) - Open a Pull Request
License
Copyright (C) 2020-2025, Lux Industries Inc.