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 …
That would be too inefficient. Too much locking / net etc.. involved.
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The theoretical upper limit with only in-memory tests is like 10M per order book. But that's not realistic at all. You have to consider network, memory-mapping for data replication, context switching etc. We can do up to 3/500k per pair at the moment.
End of conversation
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