Dynamic Message Throttling via CPU Load Monitoring
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Solution Overview
Problem
Electronic trading platforms face challenges in managing massive message flows from exchanges, leading to CPU overload and delayed or inaccurate market information, which can result in lost trading opportunities and significant financial losses.
Innovation Solution
A system and method for dynamically throttling message updates based on CPU utilization, adjusting the rate of message processing to maintain system responsiveness by monitoring CPU levels and applying different throttling levels to control message flow, ensuring timely and accurate market information dissemination.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Loss of information
If the electronic trading platform processes all market information messages in real-time, then the completeness and accuracy of market information is improved, but the CPU load increases causing system responsiveness to deteriorate
Solution Approach 1:
The system dynamically adjusts the message processing rate based on real-time CPU utilization monitoring. The processor varies the rate at which market information messages are processed from the exchange, slowing down during high CPU load periods and speeding up when CPU resources are available, thereby maintaining both information completeness and system responsiveness
Solution Approach 2:
The system changes the processing rate parameter of message flow based on CPU utilization levels. By monitoring CPU usage and adjusting the message processing speed accordingly, the system optimizes the balance between receiving complete market information and maintaining responsive system performance
2Speed
If the CPU processes messages at high speed, then the speed of market information processing is improved, but the risk of CPU overload and processing errors increases
Solution Approach 1:
The system continuously monitors CPU utilization and uses this feedback to adjust the message processing rate. When CPU load becomes too high, the system automatically slows down processing to prevent errors, and speeds up when CPU resources are adequate, creating a self-regulating mechanism that maintains both speed and reliability
3Productivity
If the system throttles message processing to reduce CPU load, then system responsiveness is improved, but the timeliness of market information updates deteriorates
Solution Approach 1:
The system dynamically adjusts processing speed based on real-time conditions. During periods of high CPU utilization, it temporarily throttles processing to maintain responsiveness, but quickly recovers speed when CPU load decreases, thereby minimizing information update delays while maintaining overall system responsiveness
Data Source
AI summary
System and method for dynamically managing message flow. According to the example embodiments, an intermediary network device or a client device dynamically manages the flow of messages received from an electronic exchange by analyzing the client device's capabilities, such as CPU utilization. Based on a percentage of total CPU utilization, the level of throttling is dynamically adjusted, such that if the percentage of CPU utilization, or load, increases, then throttling is increased from a lower level to a higher level. Similarly, if the percentage of CPU utilization decreases significantly enough, then throttling is decreased to a lower level.


