编程、语言—构建高效的内存NoSQL数据库.pdf

Thursday, 26 April 12 1 Integration - High Volume • Front Office • Very high volume ( 100-100,000 / sec), usually simple messages • Latency is critical (usually < 1ms) • FIX, FAST, ASN.1, IIOP are common payloads and protocols • Light-weight XML only (if any) • Credit card processing • ISO-8583, Binary, NVP, Batch • 10,000 / sec or 180m / day • Betting, Telcos etc. Copyright © 2012 Incept5 Ltd. Thursday, 26 April 12 2 Numbers • Trading volumes • Average 100,000 per second (recent peek @350k/sec) - Per channel! • @ 512 bytes per message, 8 hours a day • That’s up to 180MB /sec and averaging ~1.5 TB/day, ~400TB/year • Now do that across 20 exchanges (28 with a recent client) • Perfect realm for grid (GemFire, Terracotta, GigaSpaces etc.) • Back-Testing • Data stored in EC2/S3 (~ 1TB per day) - compresses well • Can retrieve and day / time / channel / commodity on demand • Played back in real-time (timestamp modified) Copyright © 2012 Incept5 Ltd. Thursday, 26 April 12 3 Integration - Complex • Middle Office • Volumes are medium to high (1-1000 / sec), very complex messages • Calculations are complex and grid/HPC is usually required • Derivative contracts on ISDA’s FpML • Corporate Actions (SWIFT, FpML & XBRL) • SEPA on ISO-20022, Murex, Sw