LiquidityCrosser is a fast and scalable matching engine that provides traders with the choice of how they want both their internal and client flow to behave and interact. They can create personal dark pools using matching criteria that can be reconfigured and redefined where the highest bid does not necessarily have to match against the lowest offer. The matching engine, at each change of event, recomputes the state of the market and executes all potential transactions. It supports various order types, execution conditions and is a full in-memory process, based on optimized numerical calculation patterns.