Jasper: Scalable and Fair Multicast for Financial Exchanges in the Cloud
CoRR(2024)
摘要
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.
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