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Quantitative Finance · Begrippenlijst

Wat is Connection sharding?

Definition 20.1 Networks, Hardware and Trading Infrastructure · Hoofdstuk 20 — API Engineering for Crypto Venues

Connection sharding is the assignment of a subscription set’s streams to several connections, and of the connections to several source addresses, so that no connection or address exceeds a venue’s limits and a failure or a slow consumer affects only part of the set.

The chapter’s shard plan, schematically: 800 streams over five connections of 160, from one address. The venue would allow one connection of 800; the firm’s cap limits head-of-line blocking and the damage of one disconnection.
Figure 20.1. The chapter’s shard plan, schematically: 800 streams over five connections of 160, from one address. The venue would allow one connection of 800; the firm’s cap limits head-of-line blocking and the damage of one disconnection.
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