The Making of an Ultra Low Latency Trading System with Go and Java

Wednesday, March 22, 2023 - 1:55 pm2:40 pm

Yucong Sun and Jonathan Ting, Coinbase Inc

Abstract: 

Coinbase Exchange team presents learnings from building and operating ultra low latency trading system, implemented in both Golang & Java, with E2E latency as low as sub-50 microseconds. We will discuss challenges with Programming Language & runtime, Threading model in both Golang & Java, RAFT implementations and latency characteristics, and all the way up to linux kernel tuning and challenges running under baremetal & AWS environment.

Yucong Sun, Coinbase Inc

Currently Staff Software Engineer at Coinbase, previously SRE at Google, Facebook, Linux Kernel contributor. Yucong Sun on Linux performance tuning and other Infrastructure and DevX areas, and is the author of the book <​SRE: Google 运维解密>, an official Chinese translation of the book <​Site Reliability Engineering : How Google Runs Production System>, <架构整洁之道>, an official Chinese translation of book , and <BPF 之巅>, an official chinese translation of book .

Jonathan Ting, Coinbase Inc

Currently Software Engineer at Coinbase, previously at FairX. Over the past seven years Jonathan Ting have been working at financial exchanges, he worked on all core components including FIX gateways and trading systems. In particular, Jonathan Ting developed a keen interest in learning as much as I could about tuning for ultra low latency. With hard work from the team in optimizing the stack on all layers, FairX has achieved round trip latencies on the order of sub-50 microseconds while maintaining high reliability, scalability and reproducibility.

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BibTeX
@conference {286266,
author = {Yucong Sun and Jonathan Ting},
title = {The Making of an Ultra Low Latency Trading System with Go and Java},
year = {2023},
address = {Santa Clara, CA},
publisher = {USENIX Association},
month = mar
}

Presentation Video