How We Manage a Million Push Notifications an Hour

Re:How We Manage a Million Push Notifications an Hour by lmilcin on Friday August 30, 2019 @07:39AM (#20837603)

I wrote an algorithmic trading framework to work on Warsaw Stock Exchange.

WSE back then had a limit of 10k messages per second (as in one message every 1/10000th of a second). Messages came by two separate network operators so that was 20k messages to be deduplicated to 10k operations. Incomming messages came in compressed so they required uncompressing.

Responding to the message required complex processing and then may have resulted in an order to market which, again, had to be constructed and validated.

All this worked on a single server (regular two-socket Xeon-based server).

There was 10us (microseconds..) time budget to send response to the market and it had to work every time even under maximum possible load (10k messages per second).

Routing and forwarding 300 messages per second doesn't seem like something to brag about...

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Re:How We Manage a Million Push Notifications an Hour by cristaloleg on Saturday September 07, 2019 @10:43AM (#20904034)

Hi from Warsaw, care to tell something more about architecture, used technologies, numbers? Thanks in advance.

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