Opinion: auto-scaling is not really good with burst that need to be handled in matters of milliseconds.
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Or properly implement caching? and structure / config your DB? Use GRPC instead of plaintext websockets? That said Bitfinex is functionally more complete than others and way more responsive ^^
gRPC is cool, but I kind of prefer working directly on ZeroMQ. It's really powerful and removes central brokers. Kind of helps keeping latency down. We're experimenting really hard with reliable multicast too.
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Risk of losing messages and ordering issues are not really ideal if you want to keep your exchange auditable. For the user / algo trader however multicast would be awesome it is ok if you drop messages but rather Fast/incomplete > out of order and complete ;p
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Reliable multicast is what is being used by Nasdaq for order input. Of course is not a Swiss knife that can be used for everything ;) Also you can have separate listeners that record to disk what you're broadcasting.
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