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1/7 Problem: How to scale trading/liquidation engines up to 500k/1M/10M users? 100k users are manageable, but eventually single threaded architecture will bottleneck growing number of users.https://twitter.com/paoloardoino/status/1238965074427088903 …
![Dr Maxim Orlovsky [LNP/BP]](https://pbs.twimg.com/profile_images/378800000323264759/bce33bb0b7d54df04dd4b57630d110cf_normal.jpeg)
2/7 * The order book (OB) for each pair is run on a single thread, with its own I/O queues. * User data UD is deterministically sharded among different threads * Liquidation engine (LE) is a set of threads with direct mem access to user data threads (positions, balances, ..)
3/7 * LE interacts with OB via in-mem priority queue. * LE adds to a liquidation-order (LEO) enough meta-info for the order book thread to evaluate if liquidation should still happen, bankruptcy price, ...
4/7 * Each LE sorts users by risk (probability of getting liquidated). * Improvement: a single shared sorted map can be generated across the threads
5/7 * Depending on the size of the position to be liquidated, LEO can be run into the book or positions can be acquired by the system and sold via more complex algos. We call it liquidation stages (LS).
6/7 * When a LEO gets processed, the OB thread evaluates (querying UD) if the user should still be liquidated and using which LS. * We tested this system with 100sK users + apocalyptic cascading liquidations and ended up always in ensuring the 0-sum game
7/7 * Complexity of this solution relies in write tests (we have more than 1000 automated simulations running) * Happy to elaborate if not really clear. * These are the types of solutions used in huge brokers with M of customers. No much way around it.
I wonder how this would perform using FPGA with high logic density and I/O count
LOL, I was just now in a side discussion on TG about using FPGAs to improve networking part and maybe moving some risk management feature there. Unfortunately I did not have much time to play around it, but it is definitely my preferred solution to play around with.
Good read, thanks for the insight in the LE Paolo 
10 million users in this Ponzi 
just warm everyone @J0E007 will dump on them like Thursday and that will help your potential sharding issue.
Dude, what currency isn't a ponzi. If you're a US citizen you even pay into one that's not a currency called called Social Security. Stocks could be considered a ponzi.
That wasn't even what his thread was about.
A+ to @J0E007 @john_j_brown
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