9 ms·
Yesterday Nasdaq handled ~10 million trades and probably ~1 billion messages so about 30k messages per second over all equities while keeping response times be
by physguy1123 9y ago
Yesterday Nasdaq handled ~10 million trades and probably ~1 billion messages so about 30k messages per second over all equities while keeping response times below 100 microseconds for the most part. GDAX is peanuts compared to any of the equities exchanges.
Hell, I worked for a startup FX exchange once with a team of 4 devs working on the actual matching pipeline and our beta product handled much more volume with better latency.