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The caller-agnostic core both DEX homes call (the standalone D-Chain VM over a
versiondb overlay, and the in-process 0x9999 cEVM precompile over 0x9999 storage),
so there is ONE settlement algorithm and ONE router in ONE place:
- ledger.go: custody schema + conserving balance primitives (available/locked) over
a generic Store, full-injective AccountID(16)/AssetID(32) keys.
- settle.go: integer-exact fill conservation + fail-closed maker identity
(orderuser: index, ErrMissingSettlementUser, never the 8-byte handle).
- router.go: the on-chain smart-order-router — CLOB-first, AMM-fallthrough,
best-execution across V4+AMM with split; taker-authenticated MEV floor. Source
abstraction leaves room for an RFQ/external-CEX source LATER without reshaping.
RouteClass{PublicCLOB,FHEPrivate} reserves the staged private-pool route.
- journal.go: the JOINT JOURNAL — C-surface deltas recorded for the caller to mirror
onto EVM balances; D-surface writes go straight to the Store. Both-or-neither.
- source_clob.go / source_amm.go: the two liquidity sources (in-process matcher;
in-cEVM V2/V3 constant-product, 128-bit exact).
- place.go: maker resting-order place/cancel (custody-gated, fail-closed cancel).
- book.go / root.go: book schema + rebuild; RFC-6962 DEX execution root.
REAL assets only (assetID = left-pad of the 20-byte token address); no synthetic
ticker ids anywhere. 16 tests pass race-clean: conservation, fail-closed ownership
(handle-collision non-value-bearing), deterministic replay across independent
stores, two-layer MEV floor, CLOB/AMM routing + split, BUY-requires-limit.
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
On-chain settlement follows D matches · C settles: the D-Chain (dexvm)
matches and BLS-signs a DFillReceipt; the C-Chain receipt-settlement precompile
0x9999 (Uniswap-V4 PoolManager ABI) verifies the certificate inline and settles
under Block-STM. See docs/ARCHITECTURE.md
and the normative spec LP-9999.
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.