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settle() held r.mu across user callbacks (onFailed, onSettled), which meant the callback's writes to caller-captured variables raced with the caller's later reads despite a sleep. SubmitDEXTrade/SubmitCEXTrade also returned the live merged trade pointer, and the background settle goroutine mutated Status/SettledAt/FailureReason on that same pointer under the lock — racing with any caller that read fields after return (TestReconcilerMatchCEXFirst). Two minimal, orthogonal fixes: 1. settle() captures the callback funcs + the failure reason under r.mu, releases the lock, then invokes the user callbacks outside the lock. Foreign code never runs while we hold the Reconciler's mutex, which is also good production practice (avoids re-entrant lock-ordering hazards if a callback calls back into the Reconciler). 2. SubmitDEXTrade/SubmitCEXTrade return a value-copy snapshot of the merged trade when settlement begins. The live (mutable) trade is owned by the background settle goroutine and stays inside the Reconciler — callers must use GetStatus for current state. The pending (unmatched) return path is unchanged for backward compat. Tests use sync/atomic primitives for the captured callback state so the test-side read is happens-before-ordered with the callback write. Verified with: go test -race -count=50 -run TestReconcilerBridgeSettlementFails ./pkg/lx/ go test -race -count=20 -run TestReconciler ./pkg/lx/ go test -race -count=1 ./pkg/lx/...
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.