3 ms·

Entire financial exchanges are not running single threaded writes to their persistent data store. If they are, and you have a link, I’d love to be proven wrong.

• _1tem 2y ago
  https://use.expensify.com/blog/scaling-sqlite-to-4m-qps-on-a-single-server https://use.expensify.com/blog/scaling-sqlite-to-4m-qps-on-a...
• bob1029 2y ago
  https://www.infoq.com/presentations/LMAX/ https://www.infoq.com/presentations/LMAX/
  • diziet_sma 2y ago
    These aren't financial exchanges, they're a sports betting and an expense management system. I share OPs skepticism. Market makers invest in microwave towers, FPGAs, etc. I would be surprised if sqlite backed by NVME is on the other end of all that specialized hardware. Order matching is a single threaded thing though. I would be curious if anyone knows how electronic trading systems are actually implemented.
    • bob1029 2y ago
      > I share OPs skepticism > I would be surprised if sqlite backed by NVME is on the other end of all that specialized hardware. I was not making this assertion. I am surprised anything like it got inferred (i.e., my use of the word "premise" regarding single thread/writer policy). I agree that what you describe would be ridiculous in practice. > I would be curious if anyone knows how electronic trading systems are actually implemented. > Order matching is a single threaded thing though. I think you answered your own question.