《QConShanghai2016-构建高性能的金融数据的网络》.pdf

QCon北京2014大会 4月25—26日 @InfoQ infoqchina 1 millisecond (1/1000 second) = ? $ 100 million /year ELEKTRON – 构建新一代高性能金融数据网络 刘相峰 Elektron中国区 主管 业务 汤森路透 Contents 1.  WHY Low Latency 2.  HOW Low Latency 3.  WHAT Low Latency 1. WHY Low Latency Latency – Right Time Delivery Reasonable Latency 100ms Moderate T4 T4 – Desktops Latency 10ms T3 T3 – Applications Low Latency 5ms T2 Extreme T2 – Electronic Trading Low Latency1ms T1 T1 – Algorithmic Trading Ultimate Low T0 T0 – High Frequency Low Latency Latency Trading 50µs Latency in Financial Technology Stack 100s of msec msec 100s of µsec µsec Java C++ C++ Machine Code Application Code Optimisations Distribution RMDS 5 RMDS 6 Tier 0 RDF RDF- Direct Operating System Solaris 8 Solaris 10 Containers Optimisation Hardware SPARC Intel Multi-core Legacy bus