4 ms·
That’s interesting. And I’m sure they have some very knowledgable people working for them who may(/will) know things I don’t. That being said, it wouldn’t surp
by adamcharnock 4y ago
That’s interesting. And I’m sure they have some very knowledgable people working for them who may(/will) know things I don’t.
That being said, it wouldn’t surprise me if they were pushing 17G of UDP on 100G transports. Probably with some pretty high-end/expensive network hardware with huge buffers. I.e you can do it if you’ve got the money, but I bet TCP would still have better raw throughput.
- Bluecobra 4y agoYep, 100G switches are common nowadays since the cost has come down so much, and you can easily carve a port to 4x10G, 4x25G, and 40G. In financial trading you tend to avoid switches with huge buffer as that comes to a huge cost in latency. For example, 2 megabytes of buffer is 1.68ms of latency on a 10G switch which is an eon in trading. Most opt for cut-through switches with shallow buffers measured in 100s of nanoseconds. If you want to get really crazy there are L1 switches that can do 5ns.
- adamcharnock 4y agoThat is a really good point that I hadn’t considered. Presumably this comes at the risk of dropped packets if the upstream link becomes saturated? Does one just size the links accordingly to avoid that?
- tiberious726 4y agoBasically yes, but the links themselves are controlled by the exchanges (and tied in to your general contact for market access). In general UDP is not a problem in the space because of overprovisioning. Think "algorithms are for people who don't know how to buy more RAM", but with a finicial industry budget behind it.
- tiberious726 4y agoDo the vendors actually convince anyone to buy those hubs rebranded as "ultra high performance 5ns L1 switches"?