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 a thousand receivers. Jasper outperforms a prior system, CloudEx, and a commercial multicast solution provided by Amazon Web Services.
翻译:摘要:金融交易所近期展现出向公有云迁移的兴趣,以获取可扩展性、弹性及成本效益。然而,金融交易所通常具有严格的网络需求,云环境可能难以满足。特别是,市场参与者(MPs)基于市场中不同活动的行情数据进行交易。交易所常利用交换机组播向MPs分发行情数据。但若有MP比另一MP更早接收数据,该MP将获得不公平优势。为防止此类情况,交易所常均衡交易所至MP的线缆长度,使MPs近乎同步接收数据。然而作为云租户,构建公平组播服务面临挑战:缺乏交换机对组播的支持、高延迟方差、以及云中原生同步交付机制的缺失。Jasper提出一种方案:在云区域内构建覆盖组播树,通过对冲机制最小化延迟与延迟波动;利用时钟同步前沿技术实现同步交付;通过优化的DPDK/eBPF实现应对各类延迟源——同时可扩展至上千接收端。Jasper性能优于先前的CloudEx系统及亚马逊云科技提供的商业组播解决方案。