Paolo ArdoinoVerified account

1/ 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.

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.

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.

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.

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

6/ Matching engine (2): - optimize cross-FX virtual books - reduce mutexes to the bare minimum - simplify codebase and more automated tests coverage

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)