Match engine

  • Build
  • Chain 18

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.

Play level

SQLTCPPartner apps300,000 req/sMatching en…1 vCPU · 4 GBPostgres2 vCPU · 4 GB
SQLTCPPartner apps300,000 req/sMatching en…1 vCPU · 4 GBPostgres2 vCPU · 4 GB
The board at the start of the level
A page waits for its slowest callDrag or use arrow keys to change the calls per page

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.