WebSocket Systems Upgrade Complete: Significant End-User Latency Improvements

From 17:00 to 19:30 UTC on 21 April 2020, BitMEX deployed the next-generation version of its Feeds architecture. This system is responsible for receiving raw data from the trading engine, reformatting it, splitting it into subscriptions, and publishing it to the edge servers.

This change was previously announced and affects inter-table ordering of messages. Please follow the link for more details.

The result is a 10x improvement in p90, p95, and p99 latencies in time spent in our internal Publisher system for most data feeds, with some feeds reaching nearly 20x. The most-impacted feeds were trade, orderBook (all types), order, and execution, across all symbols. The least-impacted feeds were position and margin.

Please see the blog post for more detailed information.