微秒至关重要：构建超低延迟交易平台.pdf

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1、 2025,Amazon Web Services,Inc.or its affiliates.All rights reserved.2025,Amazon Web Services,Inc.or its affiliates.All rights reserved.D A T 3 1 7Microseconds matter:Architect ultra-low latency trading platforms Yinal Ozkan(he/him)Sr.Manager,AMS Managed CloudAmazon Web ServicesJosh Levinson(he/him)P

2、rincipal Product Manager,EC2Amazon Web Services 2025,Amazon Web Services,Inc.or its affiliates.All rights reserved.AgendaOpening:Why Low Latency Matters in Crypto TradingBusiness Case:Market Drivers Behind High-Frequency Crypto TradingLatency Fundamentals:Definitions,Thresholds,and Infrastructure Co

3、nsiderationsCurrent State Analysis:Crypto Trading Architecture on AWSNetwork Latency Deep Dive:Impact and Root CausesProven Strategies:Latency Reduction Techniques for Crypto Trading on AWSMeasurement&Monitoring:Time Synchronization and Performance MetricsOpen Discussion&Q&A 2025,Amazon Web Services

4、,Inc.or its affiliates.All rights reserved.What is crypto exchange and why is ultra low latency important?Crypto ExchangeRetail clientsBrokersInstitutional firms like Market Makers and trading firmsAPIProvide liquidity and depth to markets Profit from the difference in the bid-ask spread.Monitoring

5、the P99 latencyStop the high frequency trading when latency is abnormal.Needs liquidity&volume to convince firms or retail clients to trade on the platform.Transaction fee from high frequency trading.No liquidity and volume depth if market makers stop the trading.Compensation for institutional firms

6、 business loss due to unstable latency.2025,Amazon Web Services,Inc.or its affiliates.All rights reserved.Trading System Architecture OverviewCloudFront+WAFInternetEnd usersALB/NLB for trading firmsInternal ALBAurora Clusters(K-Line,Orders etc.)ElastiCache RedisFrontend GatewayOMSMatching EngineMess