Deribit 新撮合引擎上线:延迟降至微秒级,引入确定性匹配与10ms限速
🚀 Deribit’s New Matching Engine: From Milliseconds to Microseconds
高频与量化交易者必读:底层撮合逻辑变更直接影响策略执行精度与延迟预期。特别是新增的 10ms 速度缓冲和确定性匹配机制,可能改变现有高频套利或做市策略的行为模式,请务必评估对实盘的影响。
Deribit’s new matching engine is built to process high order volumes with faster and more predictable response times.
Deribit 的新撮合引擎旨在以更快且更可预测的响应时间处理大量订单。
Measured results following the rollout:
部署后的实测结果:
🔹 Median request-response latency fell from 4.7 milliseconds to 76 microseconds, an improvement of roughly 61×.
🔹 中位数请求-响应延迟从 4.7 毫秒降至 76 微秒,提升了约 61 倍。
🔹 P99 latency, covering the slowest 1% of responses, fell from 124 milliseconds to 234 microseconds, an improvement of roughly 531×.
🔹 P99 延迟(涵盖最慢的 1% 响应)从 124 毫秒降至 234 微秒,提升了约 531 倍。
The new matching engine introduces deterministic matching, dedicated order-entry and market-data paths, and a 10-millisecond speed bump for aggressing derivatives orders, where applicable.
新撮合引擎引入了确定性撮合、专用的订单输入和行情数据路径,并在适用情况下对激进型衍生品订单设置了 10 毫秒的速度缓冲。
Read the full article and peer-reviewed technical paper here.
在此阅读全文及同行评审的技术论文。
Deribit. Always Open.
Deribit。始终开放。
更进一步:量化金融体系
看懂新闻只是起点——沿量化金融路径,把它变成能交付的工程能力