# Configuration

# Reference

# Configuration Overview

The Nekuti Matching Engine is configured through a series of feature blocks, each controlling specific aspects of the engine's behavior. Most settings are hard-coded as part of each client's optimized software package. Settings can be changed or exposed as runtime configuration parameters on request. Below is a comprehensive reference of all configuration options.

# Environment Variables

The following environment variables can be used to control specific engine behaviors:

# THREAD_MODEL

Controls the engine's threading behavior.

Values: dev-laptop | production
Default: production
Note: The dev-laptop setting is for testing purposes only
- production: Runs multi-threaded and optimizes for latency by utilizing 4 CPU cores
- dev-laptop: Runs single-threaded without CPU core optimization

# DISABLE_PERSISTENCE

Controls persistence behavior of the engine.

Values: yes | no
Default: no
Note: Setting to yes is for testing purposes only
- Starts engine with no persisted state
- Prevents command persistence and snapshot generation
- Enables runtime exchange data wiping without process restart

# ABANDONMENT_TIMEOUT_MS

Configures recovery behavior for abandoned command files after hard exits.

Values: Time in milliseconds
Default: Not set
Enables recovery of command files from failed instances
Waits specified duration and verifies no writes occurred before takeover
See Multiple Instance Protection and Recovery for detailed documentation

# Core Features

# Clock

Controls the temporal granularity of the system.

Clock[tickFrequency=PT0.01S]

tickFrequency: Maximum duration between clock tick events (Shown in ISO-8601 duration format)

# Engine

Defines core engine behavior parameters.

Engine[commandQueueCapacity=1000000]

commandQueueCapacity: Maximum number of pending commands before backpressure is applied
- When queue is full, REST calls will block until capacity becomes available

# Persistence

Controls how the engine persists data.

Persistence(
    path=persistence/,
    archivePath=persistence/archived,
    commandFileBaseName=commandLog,
    fileSystem=NativeFilesystem,
    incompatibleCommandFilePolicy=FatalError
)

path: Directory for active persistence files
archivePath: Directory for archived command and snapshot files
commandFileBaseName: Base name for command log files
fileSystem: Filesystem implementation to use
incompatibleCommandFilePolicy: How to handle incompatible command files

# CommandFileReading

CommandFileReading[
    preferredReadChunkSize=524288,
    shouldDropSubscriptionsFromPersistedState=true
]

preferredReadChunkSize: Optimal chunk size for file reads (in bytes)
shouldDropSubscriptionsFromPersistedState: Whether to maintain subscriptions across restarts. Always true

# CommandFileWriting

CommandFileWriting[
    preferredWriteChunkSize=2097152,
    fileMaxSize=1073741824
]

preferredWriteChunkSize: Optimal chunk size for file writes (in bytes)
fileMaxSize: Maximum size of command files before rolling over (in bytes)

# Data Management

# DefaultMessageStore

DefaultMessageStore[
    maxHoldingPeriod=PT24H,
    purgeInterval=PT21M39.827S
]

The default message store is created only when the engine starts from zero with nothing persisted.

maxHoldingPeriod: How long messages are retained
purgeInterval: Frequency of message purging operations

# OrderPurging

OrderPurging[
    orderPurgeInterval=PT9M59S,
    orderPurgeAge=PT10M
]

orderPurgeInterval: Frequency of order purging operations
orderPurgeAge: Age threshold for purging final-state orders
- Affects orders in filled, canceled, or expired states
- Purged orders will return UnknownOrderId or UnknownClOrdId on amendment attempts

# System Optimization

# PreventRuntimeAllocations

PreventRuntimeAllocations[]

Ensures fixed heap size by asserting starting and maximum heap sizes are identical.

# ReadModels

ReadModels[includeOrders=true]

includeOrders: Enables historical order querying
- Required for querying final-state orders
- Orders become unqueryable immediately upon reaching final state if disabled

# SnapshotCommandGeneration

SnapshotCommandGeneration[snapshotInterval=PT8M7.349S]

snapshotInterval: Frequency of snapshot generation

# Logging

Logging[level=info, writingThread=true]

level: Log level (info)
writingThread: Whether to use a background thread for log output

# System Constants

These values are hardcoded and cannot be currently be configured. Future updates may include the ability to modify these settings:

Market Order Slippage Limit: 5%
- Market orders will not fill beyond 5% from best bid/ask
- Order is partially filled and then canceled
Dense Levels: 1 million
- Innermost price levels kept in dense array
- Optimizes performance at cost of memory usage