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
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
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
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
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
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
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)
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
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
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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