Fun fact: lots of exchanges claim their matching engine can process huge numbers of orders per second. They're basically all lying.
-
-
Replying to @SBF_FTX @SBF_Alameda
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
4 replies 2 retweets 23 likes -
Replying to @paoloardoino @SBF_Alameda
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
2 replies 1 retweet 11 likes -
Replying to @paoloardoino @SBF_Alameda
Is this really a problem with nvme discs though? Their IOPS is batshit insane now. Even RAMdiscs, despite being volatile, can be realtime-streamed to a non-volatile mirror backup.
2 replies 0 retweets 4 likes -
I was always under the impression that this was more of a CPU multi-threading limitation more than anything else.
1 reply 0 retweets 1 like
CPU and multithreading can be achieved with metal instances. But cost is 3 times having the same setup in your rack. Also problem is more: 1. Ability to connect servers back to back. 2. pick your own selected hardware switches and firewalls. 3. distance between hosts 4. disks
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.