Nyob zoo sawv daws! Kuv lub npe yog Sergey Kostanbaev, ntawm kev sib pauv Kuv tab tom tsim cov tub ntxhais ntawm kev lag luam.
Thaum Hollywood cov yeeb yaj kiab qhia New York Tshuag Txauv, nws ib txwm zoo li qhov no: cov neeg coob coob, txhua tus neeg qw ib yam dab tsi, waving cov ntawv, ua tiav kev kub ntxhov tshwm sim. Qhov no yeej tsis tau tshwm sim ntawm no ntawm Moscow Txauv, vim tias kev lag luam tau ua hluav taws xob los ntawm qhov pib thiab yog raws li ob lub ntsiab platforms - Spectra (kev ua lag luam forex) thiab ASTS (kev pauv txawv teb chaws, Tshuag thiab nyiaj txiag lag luam). Thiab niaj hnub no kuv xav tham txog cov evolution ntawm lub architecture ntawm ASTS trading thiab clearing system, hais txog ntau yam kev daws teeb meem thiab kev tshawb pom. Zaj dab neeg yuav ntev, yog li kuv yuav tsum tau tawg ua ob ntu.
Peb yog ib qho ntawm ob peb qhov kev sib pauv hauv ntiaj teb uas ua lag luam cov cuab tam ntawm txhua chav kawm thiab muab tag nrho cov kev pabcuam pauv pauv. Piv txwv li, xyoo tas los peb nyob qib thib ob hauv ntiaj teb hais txog kev lag luam nyiaj txiag, 25 qhov chaw ntawm txhua qhov kev sib pauv, 13 qhov chaw hauv peev ntawm kev sib pauv pej xeem.
Rau cov neeg koom nrog kev lag luam, xws li cov lus teb lub sij hawm, kev ruaj ntseg ntawm lub sij hawm faib (jitter) thiab kev ntseeg siab ntawm tag nrho cov complex yog qhov tseem ceeb. Peb tam sim no txheej txheem kaum lab kev lag luam hauv ib hnub. Kev ua haujlwm ntawm txhua qhov kev lag luam los ntawm cov kab ke system siv kaum tawm microseconds. Tau kawg, cov neeg siv xov tooj ntawm Lub Xyoo Tshiab lossis lub tshuab tshawb nrhiav lawv tus kheej muaj kev ua haujlwm ntau dua li peb, tab sis hais txog kev ua haujlwm, ua ke nrog cov yam ntxwv saum toj no, tsawg tus tuaj yeem sib piv nrog peb, zoo li kuv. Nyob rau tib lub sijhawm, nws yog ib qho tseem ceeb rau peb tias lub kaw lus tsis qeeb qeeb rau ib pliag, ua haujlwm ruaj khov, thiab txhua tus neeg siv nyob ntawm qhov sib npaug.
Keeb kwm me ntsis
Nyob rau hauv 1994, lub Australian ASTS system twb launched nyob rau hauv lub Moscow Interbank txiaj pauv (MICEX), thiab los ntawm lub sij hawm ntawd lub Lavxias teb sab keeb kwm ntawm hluav taws xob trading yuav suav tau. Xyoo 1998, kev sib pauv hloov pauv tau hloov kho tshiab los qhia txog kev lag luam hauv Internet. Txij thaum ntawd los, kev ceev ntawm kev siv cov kev daws teeb meem tshiab thiab kev hloov pauv ntawm kev tsim vaj tsev nyob rau hauv tag nrho cov tshuab thiab subsystems tsuas yog tau txais lub zog.
Nyob rau hauv cov xyoo ntawd, cov kev sib pauv tau ua haujlwm ntawm cov khoom siv kho mob siab kawg - kev ntseeg siab heev HP Superdome 9000 servers (tsim nyob rau hauv), nyob rau hauv uas txhua yam yog duplicated: input / output subsystems, network, RAM (qhov tseeb, muaj ib tug RAID array ntawm RAM), processors (kub-swappable). Nws muaj peev xwm hloov tau ib qho server tivthaiv yam tsis tau nres lub tshuab. Peb cia siab rau cov cuab yeej no thiab suav tias lawv yuav ua tsis tau zoo. Lub operating system yog Unix zoo li HP UX system.
Tab sis txij li xyoo 2010, ib qho tshwm sim tau tshwm sim hu ua high-frequency trading (HFT), los yog high-frequency trading - yooj yim tso, Tshuag pauv neeg hlau. Nyob rau hauv tsuas yog 2,5 xyoo, lub load ntawm peb cov servers tau nce 140 zaug.
Nws yog tsis yooj yim sua kom tiv taus xws li ib tug load nrog lub qub architecture thiab khoom siv. Nws yog ib qho tsim nyog yuav tsum tau hloov kho.
ΠΠ°ΡΠ°Π»ΠΎ
Kev thov rau kev sib pauv tuaj yeem muab faib ua ob hom:
- Kev lag luam. Yog tias koj xav yuav nyiaj daus las, shares lossis lwm yam, koj xa ib qho kev lag luam rau kev lag luam thiab tau txais cov lus teb txog kev ua tiav.
- Cov ntaub ntawv thov. Yog tias koj xav paub txog tus nqi tam sim no, saib phau ntawv xaj lossis cov ntawv qhia, ces xa cov ntaub ntawv thov.
Schematically, lub hauv paus ntawm lub system yuav muab faib ua peb theem:
- Cov neeg siv khoom qib, uas cov neeg ua haujlwm thiab cov neeg siv khoom ua haujlwm. Lawv txhua tus cuam tshuam nrog kev nkag mus rau servers.
- Gateway servers yog caching servers uas nyob hauv zos ua txhua yam ntaub ntawv thov. Koj puas xav paub dab tsi tus nqi Sberbank shares tam sim no trading ntawm? Qhov kev thov mus rau lub server nkag.
- Tab sis yog tias koj xav yuav shares, ces qhov kev thov mus rau lub hauv paus server (Trade Engine). Muaj ib tus neeg rau zaub mov zoo li no rau txhua hom kev lag luam, lawv ua lub luag haujlwm tseem ceeb, nws yog rau lawv uas peb tsim cov kab ke no.
Lub hauv paus ntawm kev ua lag luam yog qhov ntse hauv-nco database uas txhua qhov kev lag luam yog kev pauv pauv. Lub hauv paus tau sau nyob rau hauv C, tsuas yog sab nraud dependencies yog lub tsev qiv ntawv libc thiab tsis muaj kev faib lub cim xeeb txhua. Txhawm rau txo lub sijhawm ua haujlwm, lub kaw lus pib nrog cov txheej txheem zoo li qub ntawm cov arrays thiab nrog cov ntaub ntawv zoo li qub: ua ntej, tag nrho cov ntaub ntawv rau hnub tam sim no raug thauj mus rau hauv lub cim xeeb, thiab tsis muaj kev nkag mus rau disk ntxiv, tag nrho cov haujlwm tsuas yog ua hauv nco. Thaum lub kaw lus pib, tag nrho cov ntaub ntawv siv tau raug txheeb xyuas, yog li kev tshawb nrhiav ua haujlwm tau zoo thiab siv sijhawm me ntsis hauv lub sijhawm ua haujlwm. Txhua lub rooj yog tsim los nrog cov npe nkag thiab cov ntoo rau cov ntaub ntawv dynamic kom lawv tsis tas yuav tsum tau faib lub cim xeeb ntawm lub sijhawm ua haujlwm.
Cia peb luv luv mus hla keeb kwm ntawm kev txhim kho ntawm peb txoj kev lag luam thiab kev tshem tawm.
Thawj version ntawm kev lag luam thiab kev tshem tawm qhov system architecture tau tsim los ntawm lub npe hu ua Unix kev sib cuam tshuam: kev sib koom nco, semaphores thiab queues tau siv, thiab txhua txoj kev muaj tib txoj xov. Txoj hauv kev no tau nthuav dav thaum xyoo 1990s.
Thawj version ntawm lub kaw lus muaj ob theem ntawm Gateway thiab lub hauv paus server ntawm kev ua lag luam. Txoj haujlwm ua haujlwm tau zoo li no:
- Tus neeg thov xa daim ntawv thov, uas ncav cuag lub Rooj vag. Nws tshawb xyuas qhov siv tau ntawm hom ntawv (tab sis tsis yog cov ntaub ntawv nws tus kheej) thiab tsis lees txais kev hloov pauv tsis raug.
- Yog hais tias qhov kev thov ntaub ntawv tau raug xa mus, nws yuav raug muab tua hauv zos; Yog tias peb tab tom tham txog kev lag luam, ces nws raug xa mus rau lub hauv paus server.
- Lub tshuab ua lag luam tom qab ntawd ua tiav qhov kev sib pauv, hloov kho lub cim xeeb hauv zos, thiab xa cov lus teb rau kev sib pauv thiab kev hloov pauv nws tus kheej rau kev rov ua dua siv lub cav sib cais.
- Lub Gateway tau txais cov lus teb los ntawm lub hauv paus ntawm lub hauv paus thiab xa mus rau tus neeg siv khoom.
- Tom qab qee lub sijhawm, Gateway tau txais kev hloov pauv los ntawm kev rov ua dua txheej txheem, thiab lub sijhawm no nws ua haujlwm hauv zos, hloov nws cov ntaub ntawv cov qauv kom cov ntaub ntawv tom ntej thov tso tawm cov ntaub ntawv tshiab.
Qhov tseeb, nws piav qhia txog tus qauv replication nyob rau hauv uas lub Rooj vag tag nrho replicated cov kev ua nyob rau hauv lub trading system. Ib qho kev sib txuas sib txuas sib txuas tau ua kom ntseeg tau tias cov kev hloov pauv tau ua tiav hauv tib qho kev txiav txim hla ntau qhov nkag.
Txij li thaum cov cai yog ib leeg-xov, ib tug classic tswvyim nrog txheej txheem diav rawg tau siv los pab ntau tus neeg siv khoom. Txawm li cas los xij, nws kim heev rau kev sib tsoo tag nrho cov ntaub ntawv, yog li cov txheej txheem kev pabcuam hnyav tau siv los sau cov pob ntawv los ntawm TCP ntu thiab xa mus rau ib kab (SystemV Message Queue). Gateway thiab Trade Engine tsuas yog ua haujlwm nrog cov kab no, noj cov khoom lag luam los ntawm qhov ntawd rau kev tua. Nws tsis tuaj yeem xa cov lus teb rau nws ntxiv lawm, vim nws tsis paub meej tias txheej txheem kev pabcuam yuav tsum nyeem nws. Yog li peb tau ua kom yuam kev: txhua tus txheej txheem forked tsim cov kab lus teb rau nws tus kheej, thiab thaum qhov kev thov tuaj rau hauv cov kab tuaj, ib daim ntawv rau cov lus teb tau tam sim ntawd ntxiv rau nws.
Tsis tu ncua luam ntau cov ntaub ntawv los ntawm queue mus rau queue tsim teeb meem, tshwj xeeb tshaj yog rau cov ntaub ntawv thov. Yog li ntawd, peb siv lwm qhov ua kom yuam kev: ntxiv rau cov kab lus teb, txhua tus txheej txheem kuj tsim kev sib koom nco (SystemV Shared Memory). Cov pob khoom lawv tus kheej tau muab tso rau hauv nws, thiab tsuas yog ib daim ntawv khaws cia hauv kab, tso cai rau ib tus mus nrhiav cov pob qub. Qhov no tau pab khaws cov ntaub ntawv hauv lub processor cache.
SystemV IPC suav nrog cov khoom siv rau kev saib xyuas lub xeev ntawm cov kab, nco, thiab cov khoom siv semaphore. Peb nquag siv qhov no kom nkag siab tias muaj dab tsi tshwm sim hauv lub kaw lus ntawm lub sijhawm tshwj xeeb, qhov twg pob ntawv sau, dab tsi tau thaiv, thiab lwm yam.
Thawj Modernizations
Ua ntej tshaj plaws, peb tau tshem ntawm ib qho txheej txheem Gateway. Nws qhov teeb meem tseem ceeb yog tias nws tuaj yeem tswj tau ib qho kev sib pauv hloov pauv lossis ib qho ntaub ntawv thov los ntawm tus neeg siv khoom. Thiab thaum lub load nce, Gateway yuav siv sijhawm ntev dua los ua cov ntawv thov thiab yuav tsis tuaj yeem ua cov txheej txheem rov ua dua. Tsis tas li ntawd, yog tias tus neeg siv khoom xa tuaj, koj tsuas yog yuav tsum tau kuaj xyuas nws qhov siv tau thiab xa mus ntxiv. Yog li ntawd, peb hloov cov txheej txheem Gateway ib leeg nrog ntau yam khoom siv uas tuaj yeem khiav mus rau qhov sib npaug: cov ntaub ntawv xov xwm ntau thiab cov txheej txheem kev lag luam khiav ntawm nws tus kheej ntawm ib leeg ntawm thaj chaw nco siv RW xauv. Thiab tib lub sijhawm peb tau qhia txog cov txheej txheem xa thiab rov ua dua.
Kev cuam tshuam ntawm Kev Lag Luam Loj
Qhov saum toj no version ntawm lub architecture muaj nyob rau hauv 2010. Lub caij no, peb tsis txaus siab rau qhov kev ua tau zoo ntawm HP Superdome servers. Tsis tas li ntawd, PA-RISC architecture zoo li tuag; tus neeg muag khoom tsis muaj qhov hloov tshiab tseem ceeb. Yog li ntawd, peb pib txav los ntawm HP UX / PA RISC rau Linux / x86. Kev hloov pauv tau pib nrog kev hloov pauv ntawm kev nkag mus rau servers.
Vim li cas peb thiaj li yuav tsum tau hloov lub architecture dua? Qhov tseeb yog tias high-frequency trading tau hloov pauv qhov profile ntawm qhov system core.
Cia peb hais tias peb muaj kev lag luam me me uas ua rau muaj kev hloov pauv ntawm tus nqi tseem ceeb - ib tus neeg yuav ib nrab ntawm ib lab daus las. Tom qab ob peb milliseconds, txhua tus neeg koom ua lag luam pom qhov no thiab pib kho. Lawm, thov kab nyob rau hauv ib tug lossis loj queue, uas lub system yuav siv sij hawm ntev kom meej.
Ntawm no 50 ms ncua sij hawm, qhov nruab nrab ceev yog hais txog 16 txhiab muas ib ob. Yog hais tias peb txo lub qhov rais mus rau 20 ms, peb tau txais qhov nruab nrab ceev ntawm 90 txhiab muas ib ob, nrog 200 txhiab muas ntawm lub ncov. Nyob rau hauv lwm yam lus, lub load tsis tas mus li, nrog rau tam sim ntawd tawg. Thiab cov kab ntawm kev thov yuav tsum tau ua tiav sai sai.
Tab sis yog vim li cas thiaj muaj ib tug queue? Yog li, hauv peb qhov piv txwv, ntau tus neeg siv pom tus nqi hloov pauv thiab xa cov kev hloov pauv raws li. Lawv tuaj rau Gateway, nws serializes lawv, teem ib yam kev txiav txim thiab xa lawv mus rau lub network. Routers shuffle cov pob ntawv thiab xa mus rau lawv. Leej twg pob tuaj txog ua ntej, qhov kev hloov pauv "yeej". Raws li qhov tshwm sim, cov neeg siv khoom sib pauv pib pom tias yog tias tib qhov kev hloov pauv tau xa los ntawm ntau lub Rooj vag, ces qhov kev pheej hmoo ntawm nws cov kev ua haujlwm sai tau nce. Tsis ntev, kev sib pauv neeg hlau pib foob pob rooj vag nrog kev thov, thiab kev sib tsoo ntawm kev lag luam tau tshwm sim.
Ib puag ncig tshiab ntawm evolution
Tom qab kev sim ntau thiab kev tshawb fawb, peb tau hloov mus rau lub sijhawm ua haujlwm ntawm lub sijhawm tiag tiag. Rau qhov no peb xaiv RedHat Enterprise MRG Linux, qhov twg MRG sawv cev rau kev xa xov hluav taws xob hauv lub sijhawm. Qhov kom zoo dua ntawm cov thaj ua rau lub sijhawm tiag tiag yog tias lawv txhim kho qhov system kom ua tiav sai tshaj plaws: tag nrho cov txheej txheem tau muab tso rau hauv FIFO cov kab, cov cores tuaj yeem raug cais tawm, tsis muaj ejections, tag nrho cov kev lag luam tau ua tiav nruj heev.
Liab - ua hauj lwm nrog ib tug kab nyob rau hauv ib tug niaj hnub ntsiav, ntsuab - ua hauj lwm nyob rau hauv lub real-time kernel.
Tab sis kev ua tiav qis latency ntawm cov servers tsis tu ncua tsis yooj yim li:
- SMI hom, uas nyob rau hauv x86 architecture yog lub hauv paus rau kev ua hauj lwm nrog ib qho tseem ceeb peripherals, heev cuam tshuam. Kev ua haujlwm ntawm txhua yam ntawm cov xwm txheej kho vajtse thiab kev tswj hwm ntawm cov khoom siv thiab cov khoom siv yog ua los ntawm cov firmware hauv qhov hu ua pob tshab SMI hom, uas lub operating system tsis pom tias lub firmware ua dab tsi. Raws li txoj cai, txhua tus neeg muag khoom loj muab kev txuas ntxiv tshwj xeeb rau cov firmware servers uas tso cai rau txo cov nqi ntawm SMI ua.
- Yuav tsum tsis muaj dynamic tswj ntawm lub processor zaus, qhov no ua rau ntxiv downtime.
- Thaum cov ntaub ntawv kaw lus kaw lawm, qee cov txheej txheem tshwm sim hauv cov ntsiav uas ua rau tsis tuaj yeem ncua sijhawm.
- Koj yuav tsum tau xyuam xim rau tej yam xws li CPU Affinity, Interrupt affinity, NUMA.
Kuv yuav tsum hais tias lub ntsiab lus ntawm kev teeb tsa Linux kho vajtse thiab kernel rau kev ua tiav lub sijhawm tsim nyog tau txais ib tsab xov xwm cais. Peb tau siv sijhawm ntau los sim thiab tshawb fawb ua ntej peb ua tiav qhov txiaj ntsig zoo.
Thaum tsiv los ntawm PA-RISC servers mus rau x86, peb xyaum tsis tas yuav hloov qhov system code ntau, peb tsuas yog hloov kho thiab kho nws. Nyob rau tib lub sijhawm, peb kho ob peb kab. Piv txwv li, qhov tshwm sim ntawm qhov tseeb tias PA RISC yog qhov loj kawg nkaus, thiab x86 yog Me ntsis endian system, sai sai: piv txwv li, cov ntaub ntawv tau nyeem tsis raug. Tus kab mob trickier yog PA RISC siv () lub cim xeeb nkag, qhov x86 tuaj yeem rov ua haujlwm nyeem, yog li cov lej uas siv tau kiag li ntawm ib lub platform tau tawg rau lwm qhov.
Tom qab hloov mus rau x86, kev ua tau zoo nce yuav luag peb npaug, qhov nruab nrab ntawm kev ua lag luam lub sij hawm poob mus rau 60 ΞΌs.
Tam sim no cia peb saib ze dua ntawm qhov kev hloov pauv tseem ceeb tau ua rau qhov system architecture.
Kub reserve epic
Thaum hloov mus rau cov khoom lag luam, peb tau paub tias lawv tsis tshua ntseeg siab. Yog li ntawd, thaum tsim ib tug tshiab architecture, peb ib tug priori assumed qhov ua tsis tau tejyam ntawm ib los yog ntau ntawm nodes. Yog li ntawd, qhov kub standby system xav tau uas tuaj yeem hloov mus rau cov tshuab thaub qab sai heev.
Tsis tas li ntawd, muaj lwm yam kev xav tau:
- Nyob rau hauv tsis muaj qhov xwm txheej yuav tsum koj poob kev lag luam.
- Lub kaw lus yuav tsum tau pob tshab kiag li rau peb cov infrastructure.
- Cov neeg siv khoom yuav tsum tsis txhob pom kev sib txuas.
- Kev tshwj tseg yuav tsum tsis txhob qhia qhov ncua sij hawm tseem ceeb vim qhov no yog qhov tseem ceeb rau kev sib pauv.
Thaum tsim kom muaj qhov kub kub standby, peb tsis tau xav txog cov xwm txheej zoo li ob qho tsis ua haujlwm (piv txwv li, lub network ntawm ib tus neeg rau zaub mov nres ua haujlwm thiab lub server tseem ceeb froze); tsis xav txog qhov ua yuam kev hauv software vim lawv raug txheeb xyuas thaum kuaj; thiab tsis xav txog qhov ua haujlwm tsis raug ntawm cov khoom siv kho vajtse.
Raws li qhov tshwm sim, peb tuaj rau hauv cov txheej txheem hauv qab no:
- Lub server tseem ceeb cuam tshuam ncaj qha nrog Gateway servers.
- Txhua qhov kev hloov pauv tau txais ntawm lub server tseem ceeb tau rov ua dua tam sim ntawd rau tus neeg rau zaub mov thaub qab ntawm ib qho channel cais. Tus kws txiav txim plaub ntug (Tus Thawj Kav Tebchaws) tau koom tes nrog kev hloov pauv yog tias muaj teeb meem tshwm sim.
- Cov neeg rau zaub mov tseem ceeb tau ua tiav txhua qhov kev hloov pauv thiab tos kom paub meej los ntawm tus neeg rau zaub mov thaub qab. Txhawm rau kom latency tsawg kawg nkaus, peb zam kev tos rau kev sib pauv kom tiav ntawm lub server thaub qab. Txij li thaum lub sijhawm nws siv rau kev lag luam mus ncig thoob plaws lub network tau piv rau lub sijhawm ua tiav, tsis muaj latency ntxiv ntxiv.
- Peb tsuas tuaj yeem tshawb xyuas cov txheej txheem ua haujlwm ntawm lub ntsiab thiab thaub qab servers rau kev hloov pauv yav dhau los, thiab cov txheej txheem ua haujlwm ntawm kev hloov pauv tam sim no tsis paub. Txij li thaum peb tseem siv cov txheej txheem ib leeg, tos cov lus teb los ntawm Thaub qab yuav ua rau tag nrho cov txheej txheem ua haujlwm qeeb, yog li peb tau ua kom muaj kev sib haum xeeb: peb tau kuaj xyuas qhov txiaj ntsig ntawm kev hloov pauv dhau los.
Cov txheej txheem ua haujlwm raws li hauv qab no.
Cia peb hais tias lub server tseem ceeb tsis teb, tab sis Gateways txuas ntxiv kev sib txuas lus. Lub sijhawm dhau los tshwm sim ntawm tus neeg rau zaub mov thaub qab, nws hu rau Tus Thawj Kav Tebchaws, uas muab nws lub luag haujlwm ntawm lub server tseem ceeb, thiab tag nrho Gateways hloov mus rau lub server loj tshiab.
Yog tias tus neeg rau zaub mov tseem ceeb rov qab los hauv online, nws kuj ua rau lub sijhawm sab hauv, vim tias tsis tau muaj kev hu mus rau server los ntawm Gateway rau ib lub sijhawm. Tom qab ntawd nws kuj tig mus rau Tus Thawj Kav Tebchaws, thiab nws tshem nws tawm ntawm lub tswv yim. Yog li ntawd, kev sib pauv ua haujlwm nrog ib tus neeg rau zaub mov kom txog thaum kawg ntawm lub sijhawm ua lag luam. Txij li qhov tshwm sim ntawm tus neeg rau zaub mov tsis ua haujlwm yog qhov tsawg, cov tswv yim no tau pom zoo heev; nws tsis muaj cov logic nyuaj thiab yooj yim rau kev sim.
Kom txuas ntxiv.
Tau qhov twg los: www.hab.com