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Investigating about matching engines i found that none of them acknowledges the scenario when two identical orders arrive at the exact same time.

I get that it is very unlikely for this to happen, but i cant see why it is impossible. Specially since computers use discretized time and there are millions of parallel transaction ocurring.

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  • $\begingroup$ ..still if multiple transactions arrive "simultaneously" the computer has to choose one to process first (assuming there is a single thread to process incoming transactions). For example there might be 10 buffers in memory but the input thread examines these buffers in round-robin fashion to see if there is a message there or not. Thus the transactions are in practice serialized. $\endgroup$ – noob2 Feb 16 at 17:18

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