What is Line rate, serialisation delay, maximum transmission unit? — Quantitative Finance

Definition 1.2 Networks, Hardware and Trading Infrastructure · Bab 1 — Networking for Trading

The line rate $R_{\mathrm L}$ of a link is the rate at which it clocks bits onto the medium (1, 10, 25 or $100\,\mathrm{G}\mathrm{bit}/\mathrm{s}$ ). The serialisation delay of a frame is the time the link takes to put it on the wire. The maximum transmission unit (MTU) is the largest payload a link carries in one frame, 1 500 bytes for standard Ethernet.

Figure 1.1. One add-order message on the wire, in the simulator’s feed format (a MoldUDP64 packet in a UDP datagram in an Ethernet frame). The 36 bytes the strategy reads are 29% of the line time the frame occupies. Boxes are not to scale; byte counts from Proposition 1.3 and the formats’ headers.

Frame (bytes)	$1\,\mathrm{G}\mathrm{bit}/\mathrm{s}$	$10\,\mathrm{G}\mathrm{bit}/\mathrm{s}$	$25\,\mathrm{G}\mathrm{bit}/\mathrm{s}$	$100\,\mathrm{G}\mathrm{bit}/\mathrm{s}$
64	672.0	67.2	26.9	6.7
128	1 184.0	118.4	47.4	11.8
256	2 208.0	220.8	88.3	22.1
512	4 256.0	425.6	170.2	42.6
1 024	8 352.0	835.2	334.1	83.5
1 518	12 304.0	1 230.4	492.2	123.0

Table 1.1. Serialisation delay in nanoseconds by frame size and line rate (Proposition 1.3, preamble and inter-frame gap included). Computed by nw_wire.frame_table.

Contoh

Example 1.4 (One add order)

The exchange simulator of One Quant Book 10 publishes its feed as MoldUDP64 packets: a 20-byte header (session, sequence number, message count), then each message behind a 2-byte length. An add-order message is 36 bytes, so a packet carrying one is 58 bytes of UDP payload; with 8 bytes of UDP header, 20 of IPv4 header and 18 of Ethernet header and check sequence the frame is 104 bytes and occupies 124 bytes of line time (Figure 1.1): $99.2\,\mathrm{n}\mathrm{s}$ at $10\,\mathrm{G}\mathrm{bit}/\mathrm{s}$ , $39.7\,\mathrm{n}\mathrm{s}$ at 25. A venue that packs eight such messages in one packet spends the 66 bytes of fixed overhead once for eight messages instead of eight times.

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