5 ms·
> With 10ms batches, Calvin was able to achieve a throughput of over 500,000 transactions per second. For comparison, Amazon.com and NASDAQ likely process no mo
by bnastic 8y ago
> With 10ms batches, Calvin was able to achieve a throughput of over 500,000 transactions per second. For comparison, Amazon.com and NASDAQ likely process no more than 10,000 orders/trades per second even during peak workloads.
I haven’t worked with NASDAQ stream directly, but knowing how fast equities tick I find this “10,000 orders/sec” estimate quite low.
Not to mention that 10ms delay in confirming an order would be really terrible.
- fastest963 8y agoAccording to NASDAQ's website [1]: > Able to consistently sustain an order rate of over 100,000 orders per second at sub-40 microsecond average latency [1]: https://business.nasdaq.com/market-tech/marketplaces/trading https://business.nasdaq.com/market-tech/marketplaces/trading