Connection 1 wins every tick, all day
transcript
Your server sends every price tick to 70 trading members. One of them wins every single tick. All day.
Over TCP, you write to one connection, then the next. Connection 1 gets the tick first. Connection 70 is always last. Every single tick. And the order? Who logged in first that morning.
So members race to log in first. To a fast strategy, a head start on every tick is worth a lot.
But here's the catch. There's a backup server, for failures only. The primaries have long lists. They finish later. The backup has a short list. It finishes first. The backup is the fast lane.
The fix? Send each packet once. The network copies it to everyone at once. Multicast. Two feeds, A and B. Miss a packet on one, the other usually has it.
Fairness is a property of the transport. And backups? For failures only. Log every use.
Full breakdown in the lecture.