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The upcoming version of @bitfinex matching engine has code-name: Road To Rome.
Why? In the Roman empire all the "Viae" (Roads) where leading to Rome, the center of the known World.
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2/ Using these roads, merchants, citizens and soldiers were gathering to Rome to trade, talk politics, make decisions for the future of the Empire and prepare for the next conquer.
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3/ Still today, if you walk in Rome, you can feel the wisdom, the strength and the magnificence of what was, once upon a time, the most powerful city in the world.
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4/ In a trading platform the matching engine is the central process where all the data flows, gets processed and then departs to get back to the 4 corners of the World (literally, since our traders are located everywhere). Hence the parallelism with Rome.
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5/ Bitfinex's Road to Rome upgrade has different targets. Matching engine (1): - reduce number of internal queues that messages have to traverse - increase in-process sharding across multiple threads - UDP multicast more heavily used
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6/ Matching engine (2): - optimize cross-FX virtual books - reduce mutexes to the bare minimum - simplify codebase and more automated tests coverage
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7/ Infrastructure (1): - doubling the cabinets: more backend / data-warehouse / data processing servers to handle / archive historical information and serve hist API requests (handling/storing/serving 1billion + trading events per day requires a lot of careful planning)
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8/ Infrastructure (2): - 2x frontend servers to support many more websocket sessions and concurrent REST requests, while optimizing the API services codebase to scale up to 10x/20x. - sub-microsecond switches
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9/ Seneca: "Gladiator in arena consilium capit" - "the gladiator is formulating his plan in the arena". Or, if you wait to formulate your plan until you're about to enter battle, you are too late. Or, don't wait for the next crypto-barbarian horde to prepare your infrastructure.
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