Message Rate Bursts describe temporary, substantial increases in the volume of data messages exchanged within a financial trading system or network, exceeding average transmission rates. These bursts often correlate with periods of heightened market activity or volatility.
Mechanism
These events occur when numerous market participants simultaneously issue, modify, or cancel orders and quotes in response to new information, price movements, or shifts in liquidity. The underlying network and processing infrastructure must handle these sudden surges without incurring significant latency or data loss to maintain system integrity.
Methodology
Systems architects and network engineers design trading platforms with robust throughput capabilities and dynamic load balancing to accommodate message rate bursts. Monitoring message queues and processing latency during these periods is critical for maintaining order book accuracy, ensuring equitable access, and preventing system degradation, particularly in high-speed crypto markets.
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