Evolution of the Moscow Exchange Trading and Clearing System Architecture
summary
Describes the evolution of the trading-and-clearing system architecture at the Moscow Exchange, tracing its development from a simple monolithic system in the late 1990s (single-server trading) toward more complex, scalable designs. Explains the architectural problems encountered as trading volumes and requirements grew and outlines the migration and redesign approaches used to support high loads and modern trading needs.
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chapters (19)
- 0:00Introduction
- 1:12Growth in system load
- 2:58Original system architecture
- 6:35First architecture changes
- 8:46High-frequency trading impact
- 11:40Real-time system transition
- 14:28Network interaction optimization
- 15:55System scaling problems
- 18:47Risk system separation
- 27:26New risk system creation
- 32:08Ensuring fault tolerance
- 36:21Iterations and trade-offs
- 39:13Results and achievements
- 40:16Conclusions and recommendations
- 43:48Q&A
- 46:16Architecture documentation
- 47:02Queue processing speed
- 48:10Monitoring complex systems
- 49:13Data integrity
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