This repository contains the standalone implementation of SPEEDEX. For a detailed description of the design, please refer to our NSDI'23 paper (https://arxiv.org/pdf/2111.02719.pdf).
An alternative implementation of SPEEDEX, prototyped as a component of the Stellar blockchain, can be found at (https://github.com/gramseyer/stellar-core).
The core algorithmic challenge of this work lies in efficiently computing
equilibria in linear Arrow-Debreu exchange markets.
Our algorithms are implemented under price_computation/
System performance relies heavily on an efficient Merkle-Patricia trie implementation,
implemented in lib/merkle_trie_toolkit/ and used (to maintain orderbooks) under orderbook/
and (to maintain account state) under memory_database/.
Systems for assembling and validating blocks of transactions are under block_processing/.
GPLv3 dependency follows from the linear programming library (GLPK). Future versions will be Apache2.