Fun fact: lots of exchanges claim their matching engine can process huge numbers of orders per second. They're basically all lying.
1/2 The lie is more subtle. You can easily create a matching engine that have that perf. 2 red-black tries + binary UDP I/O. The real lie is that most of exchanges can't handle writing, reconciling and distributing data at that speed: internal distribution, DB I/O, user delivery
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Yup! Or they can't handle risk management in real time, or they quote 'transactions' per second but mean something other than orders/trades by 'transactions'.
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How is
@Bybit_Official ?? - Show replies
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2/2 Using a cloud provider and not a dedicated infrastructure affects the ability to reach higher speeds as well. AWS disks throughput has bursts, latency between hosts is not under your control, ... Owned racks, while more painful to manage, are better to get that kind of speed
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More painful but more secure.
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Also sync logging is always a bottleneck
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