Match engine
Difficulty 4 of 5
The order gateway sends 300,000 orders/s for 500 instruments. Latency counts from the gateway to the match result, and p99 must stay below 1 ms. The current design needs more than 2 s. Budget: 400 USD/month.
Calls per page: 20 · 18% of pages wait 2.0 s
Goals and limits
- p99 latency
- under 1 ms
- Error rate
- under 0.01%
- Monthly cost
- under 400 USD/mo
- Parts you can add
- Matching engine, Postgres, Kafka log, Dedicated 8 vCPU 32 GB, Dedicated 2 vCPU 8 GB
- Part limit
- 8
- Traffic
- 300,000 req/s
Concepts
How players did
Player results load from the server.