People tend to severely underestimate how fast modern machines are and overestimate how much you need to spend on hardware. Back in my last startup, I was doing a crypto market intelligence website that subscribed to full trade & order book feeds from the top 10 exchanges. It handled about 3K incoming messages/second (~260M per day), including all of the message parsing, order book update, processing, streaming to we…
I'm working and company which process "real" exchanges, like NASDAQ, LSE, and, especially, OPRA feed.
We've added 20+ crypto exchanges in our portfolio this year, and all of them are processed on one old server which is unable to process NASDAQ Total View in real-time anymore.
On the other hand, whole OPRA feed (more than 5Gbit/s or 65B/day, yes, it is billions, messages of very optimized binary protocol, not this crappy JSON) is processed by our code on one modern server. Nothing special, two sockets of Intel Xeons (not even Platinums).