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Quantitative Finance · Begrippenlijst

Wat is Route racing, idempotency key?

Ook bekend als: route racing · idempotency key

Definition 19.3 Networks, Hardware and Trading Infrastructure · Hoofdstuk 19 — Cross-Region Crypto Networks

Route racing sends the same message on several routes at once and uses the first copy to arrive. An idempotency key is an identifier the sender attaches to every copy of one message (for orders, the client order identifier) so that the receiver can recognise the copies and act on only one.

Simulation: the 99th-percentile one-way latency saved by racing, Tokyo to Singapore, against the best single route, as the routes’ correlation rises. At = 0 two routes save 1.6 and three 2.1\, m s; at = 0.9 both save about 50\, µ s. Data: fig_race.py, nw_race.race_rows().
Figure 19.2. Simulation: the 99th-percentile one-way latency saved by racing, Tokyo to Singapore, against the best single route, as the routes’ correlation rises. At ρ=0\rho = 0 two routes save 1.6 and three 2.1 ms2.1\,\mathrm{m}\mathrm{s}; at ρ=0.9\rho = 0.9 both save about 50 µs50\,\text{µ}\mathrm{s}. Data: fig_race.py, nw_race.race_rows().
Route racing, schematically: three copies of one order with one idempotency key; the venue keeps the first and must recognise the others. Under an open-only rule it rejects them while the order is open and accepts them as new orders once it has filled.
Figure 19.4. Route racing, schematically: three copies of one order with one idempotency key; the venue keeps the first and must recognise the others. Under an open-only rule it rejects them while the order is open and accepts them as new orders once it has filled.
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