Fun fact: lots of exchanges claim their matching engine can process huge numbers of orders per second. They're basically all lying.
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I'm not really coming at it from a cost standpoint, more a theoretical "what is possible with modern hardware". Based on what I've seen, AWS costs are insane, yeah. Is the peering\colo\replication\whatever the term is ever worth it? They've gotta be massive for a reason.
Regarding peering HFT requires cross-connect and colo. This will reduce latency drastically. You can see that AWS is suboptimal here too, since you can peer from same region but pass through undetermined number of hops and hardware.
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Also we picked a datacenter nearby (150m) the new Swiss Google Cloud infrastructure, so you still have that benefit.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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So the opacity really is a dealkiller because when going the last mile of optimizations, you really need to weed out every last tick. How do you deal with timing? Leap seconds? Take the google approach and do the smear? Cause time is scaryhttps://www.youtube.com/watch?v=-5wpm-gesOY …
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Yes, opacity leads to unpredictability
End of conversation
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