Platform Performance Sizing and Estimation
The Theoretical Best Case Performance is less than 1 second per core for the smallest possible portfolio.
Performance Matrix based on using Trade Register input file
|Number of Trades||Total Calculation Time for single portfolio (Using Trade Register)|
Using the Simple or Basic upload will impact performance due to additional time required to default portfolio attributes
|Number of Trades||Total Calculation Time for single portfolio including defaulting|
Service / API mode
|Number of Trades||Total Calculation Time|
- Test portfolios include mix of currencies and products
- Including multiple portfolios will add to the performance time- the impact to performance is linear
- Single currency portfolios will run the fastest
Batch mode notes
- Calculation will process portfolios linearly.
Service mode notes
- CME recommends setting the number of processing threads to match the number of processing cores to maximize performance.
- This parameter can be set as a configuration in the Deployable Service Software.
- By default this is set as IrsMargin.Service.Default.ThreadCount=-1; which means use all available threads
- Users should build an orchestration layer to interface with the deployable service software to manage connectivity and prioritize requests.
- Service mode requests can be optimized by breaking requests into individual portfolios