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Load Balancing

Orders

SGX imposes the following bandwidth recommendations:

  • 4 TPS = 256K
  • 12 TPS = 512 K
  • 20 TPS = 2 MB
  • 40 TPS = 3 MB
  • 60 TPS = 4 MB
  • 80 TPS = 5 MB
  • 100 TPS = 6 MB

SGX offers the following types of Order API throughput:

  • 4 TPS
  • 20 TPS

Based upon the type of ID received from the exchange, one of the following transaction restrictions will be enforced:

  • 4 transactions per order session during any given 1 second period
  • 20 transactions per order session during any given 1 second period

Example 4 TPS

The Successful Futures Trading Company has 2 order sessions. During any given 1 second period, the Successful Futures Trading Company can execute: (4 transactions) x (2 order sessions) = 8 transactions

Example 20 TPS

The Successful Futures Trading Company has 2 order sessions. During any given 1 second period, the Successful Futures Trading Company can execute: (20 transactions) x (2 order sessions) = 40 transactions

Traders

Due to the transaction restrictions and limitations, TT recommends working with your TAM to load balance traders across SGXs.

In SGX Gateways 7.16.0 and later, the [Traders] section is no longer used.

If this section is still present in the hostinfo.cfg file, it will be ignored.

In SGX Gateways 7.15.X and below, the TT SGX Gateway uses the [Traders] section in the hostinfo.cfg file to identify and map direct traders. You must specify each set of trader ID data on a separate line.

Note

You must list all direct traders in the [Traders] section of the hostinfo.cfg file. If the direct trader is not listed, they will not be able to submit orders.

[Traders] section parameters

Parameter

Description

Member;Group; Trader

For each direct trader, users must define the Member, Group and Trader.

Note

As of Version 7.14.1, Trader IDs do not need to be unique across each TT SGX Gateway in the same environment.