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CDS Software 

Platform Performance Sizing and Estimation

  • The Theoretical Best Case Performance is less than 1 second per core for the smallest possible portfolio.
  • The Theoretical Worst Case Performance is approximately 10 seconds per core for the largest possible portfolio.
  • Most portfolios will run much faster, the exact load will be determined by the hardware and network configuration.

Batch mode notes

  • Risk data load time takes approximately 60s each time batch is run.
  • 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 

    • A Runtime of 10 sec becomes 20 sec (best case) if the cores are overloaded 2x.

  • Users should build an orchestration layer to interface with the deployable service software to manage connectivity and prioritize requests.

  • Service mode requests will take ~1 second for smaller portfolios containing a few products and up to 9-10 seconds for portfolios containing all eligible product.

  • For testing, we used a 8 core CPU with 8 gb of RAM. Service mode can run calculations on each available processing core, so we recommend using a multi core CPU to improve performance.  

IRS Software

Platform Performance Sizing and Estimation

The Theoretical Best Case Performance is less than 1 second per core for the smallest possible portfolio.

Batch Mode:

Performance Matrix based on using Trade Register input file

Number of TradesTotal Calculation Time for single portfolio (Using Trade Register)
100.73 s
1002.13 s
5,00041.37 s
50,000413.15 s

 

Using the Simple or Basic upload will impact performance due to additional time required to default portfolio attributes

Number of TradesTotal Calculation Time for single portfolio including defaulting
1016.22 s
10020.9 s
5,000224.06 s
50,0002010.87 s

 

Service / API mode 

Number of TradesTotal Calculation Time
100.88 s
1001.91 s
50006.6 s
50,000383.47 s


Performance notes:

  • 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
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