Financial exchanges have recently shown an interest in migrating to the public cloud for scalability, elasticity, and cost savings. However, financial exchanges often have strict network requirements that can be difficult to meet on the cloud. Notably, market participants (MPs) trade based on market data about different activities in the market. Exchanges often use switch multicast to disseminate market data to MPs. However, if one MP receives market data earlier than another, that MP would have an unfair advantage. To prevent this, financial exchanges often equalize exchange-to-MP cable lengths to provide near-simultaneous reception of market data at MPs. As a cloud tenant, however, building a fair multicast service is challenging because of the lack of switch support for multicast, high latency variance, and the lack of native mechanisms for simultaneous data delivery in the cloud. Jasper introduces a solution that creates an overlay multicast tree within a cloud region that minimizes latency and latency variations through hedging, leverages recent advancements in clock synchronization to achieve simultaneous delivery, and addresses various sources of latency through an optimized DPDK/eBPF implementation -- while scaling to 1000+ emulated receivers. Jasper outperforms a prior system CloudEx and a commercial multicast solution provided by Amazon Web Services.
翻译:金融交易所近期表现出迁移至公有云以实现可扩展性、弹性及成本节约的兴趣。然而,交易所通常具有严格的网络要求,这在云环境中难以满足。具体而言,市场参与者(MPs)基于市场中不同活动的市场数据进行交易。交易所常采用交换机多播向MPs传播市场数据。但若某一MP较另一MP更早接收市场数据,则该MP将获得不公平优势。为避免此问题,交易所通常均衡交易所至MP的光纤长度,使MPs近乎同时接收市场数据。然而,作为云租户,构建公平的多播服务颇具挑战:云环境缺乏对多播的交换机支持、延迟方差较大,且缺少数据同步交付的原生机制。Jasper提出的解决方案在云区域内构建覆盖多播树,通过对冲策略最小化延迟及延迟波动,利用时钟同步的最新进展实现同步交付,并借助优化的DPDK/eBPF实现应对多种延迟来源——同时可扩展至1000余个模拟接收端。Jasper的性能优于此前系统CloudEx及亚马逊云科技提供的商业多播解决方案。