Solace Systems The Evolution of Messaging The Rise of the Appliance

Solace Systems The Evolution of Messaging The Rise of the Appliance

Solace Systems The Evolution of Messaging The Rise of the Appliance
Clive Andrews
Mat Hobbis
Obninsk, 2 March, 2013
LSE The focus beyond Low Latency
EXTENT Trading Technology Trends & Quality Assurance

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Exactpro

March 04, 2013
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Transcript

  1. 2.
  2. 13.

    Software on Servers Enterprise Appliances o Easier Operation o Lower

    TCO o Higher Performance Database Storage Web Infrastructure Messaging Middleware IP Routing Applying the Appliance Advantage to Middleware
  3. 14.

    Don’t Make Headlines “India stock exchange flash crash erases US$58

    Billion” October 2012 “IT leaders face pay cut after TSE outage” August 2012 “Facebook crashes the Nasdaq” December 2012
  4. 16.

    16 Event Driven Architecture (i) • Need to be Agile.

    • Increased Regulation . Audit, “Real-Time” Global Risk and P&L • Drive EDA for scale and resilience – drives message bus requirements • Bus Latencies and Throughput important Trade Bus Trade Bus Monitor /Staging Bus Monitor / Staging Bus OMS Sub Post Trade Dist Svc DB Persist OMS Sub Post Trade Dist Svc DB Persist Risk P&L
  5. 17.

    17 CONFIDENIAL Event Driven Architecture (ii) • Co-Locate Processes where

    Latency is key • Shared Memory IPC within host (Same API) • Non “on host” components also need Low Latency Connections. • Lower Latency requirements of Staging area allow message batching – Turn Message Rate problem into a Bandwidth Problem • Need High Availability and recovery options • Need Disaster Recovery options Trade Bus OMS Sub Post Trade Dist Svc DB Persist Crossing Engine SOR Physical Host Shm Q
  6. 19.

    19 CONFIDENTIAL Networked Architecture • Hardware-based middleware overlay for IP

    networks • All Message QoS in one Appliance – Reliable/Persistent/Web Streaming • WAN Optimisation and Compression • Comprehensive Statistics and Monitoring
  7. 20.

    20 CONFIDENTIAL Modular Addition of Functionality Data Plane Capabilities embedded

    in FPGAs and network processors, added via modular architecture - Build to suit - Scale within footprint - Easy upgrades Control Plane Administration, subscriptions and stats collection never impact performance High-Speed Interconnect (10 blades in 3260, 5 blades in 3230) Solace Blades (PCIe Cards)
  8. 21.

    Reliable Messaging • Pure hardware solution – No operating system

    – No context switching – No interrupts – No data copies • 10 million messages/second – Can be any combination, e.g. 5M in & 5M out, 2M in & 8M out 21 CONFIDENTIAL 22 23 24 26 29 35 25 26 30 32 39 54 0 10 20 30 40 50 60 500K/500K 1M/1M 2M/2M 3M/3M 4M/4M 5M/5M Avg 99.9th Messages per Second Micro- seconds of Latency Bulk Message Rate Message Size (bytes) Message Rate (msgs/sec) User Payload Bandwidth (Mbps) 100 5,930,000 4,744 500 2,080,000 8,320 10GigE Line Rate is the Limit 1,000 1,080,000 8,640 12,000 92,000 8,832 30,000 34,000 8,160
  9. 22.

    CONFIDENTIAL Guaranteed Messaging; Store & Forward Performance Failsafe w/o overhead

    of persisting every message to disk 200K msgs/sec ingress and 200K msgs/sec egress Latency steady even while recovering when disconnected subscribers reconnect 22 69 69 69 73 79 84 98 90 88 91 99 114 123 154 0 20 40 60 80 100 120 140 160 180 2,000 10,000 25,000 50,000 100,000 125,000 150,000 Avg 99.9th Messages per Second Micro- seconds of Latency 206,400 202,000 157,500 124,400 0 50,000 100,000 150,000 200,000 500 1,000 2,000 4,000 ADB-3 Software Broker Msg Rate (Msg/sce) ADB Message Rates
  10. 23.

    Guaranteed Messaging; Cut Through Persistence Latency 23 CONFIDENTIAL Low, consistent

    latency for low latency trading applications Can also have store & forward clients for same published message Queues can have low and high priority limits set. During congestion : Reject new orders Process changes to existing orders
  11. 24.

    Steady in Face of Slow Consumers o Latency stays consistent

    even through disconnection and re- connection of clients o Re-connected subscribers “catch up” without impacting other clients 74 75 89 74 103 113 170 103 0 20 40 60 80 100 120 140 160 180 Pre-Failure Spooling Catchup/Recovery Post-Recovery Avg 99.9th Period of Test Micro- seconds of Latency 24 CONFIDENTIAL
  12. 25.

    IPC Shared Memory Messaging • Single API session for: –

    Communications between processes on one OS instance – Topic-based pub/sub and request/reply – Any-to-any messaging – Reliable delivery • Applications can block or busy-wait • C API for Linux, Solaris and Windows • Move apps to IPC with no application changes 25 CONFIDENTIAL Core 1 Core 3 Core 2 Core 4 Shared Memory 1 publisher -> 1 subscriber • 2.91 million msgs/sec; 128 byte messages • Average latency 431 nanoseconds 99th percentile 480 nanoseconds 6x6 mesh simulation of fanout/fanin • 46.8 million messages per second • 154.5 gigabits per second
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