High Scalability Building bigger, faster, more reliable websites.

Today, most banks have migrated their internal software development from C/C++ to the Java language because of well-known advantages in development productivity (Java Platform), robustness & reliability (Garbage Collector) and platform independence (Java Bytecode). They may even have gotten better throughput performance through the use of standard architectures and application servers (Java Enterprise Edition). Among the few banking applications that have not been able to benefit yet from the Java revolution, you find the latency-critical applications connected to the trading floor. Why? Because of the unpredictable pauses introduced by the garbage collector which result in significant jitter (variance of execution time).

In this post Frederic Pariente Engineering Manager at Sun Microsystems posted a summary of a case study on how the use of Sun Real Time JVM and GigaSpaces was used in the context of of a customer proof-of-concept this summer to ensure guaranteed latency per message under 10 msec, with no code modification to the matching engine.

Update 3:Nati Shalom's Take on this article. Lots of good stuff on designing architectures for latency minimization.
Update 2: Why Latency Lags Bandwidth, and What it Means to Computing by David Patterson. Reasons: Moore's Law helps BW more than latency; Distance limits latency; Bandwidth easier to sell; Latency help BW, but not vice versa; Bandwidth hurts latency; OS overhead hurts latency more than BW. Three ways to cope: Caching, Replication, Prediction. We haven't talked about prediction. Games use prediction, i.e, project where a character will go, but it's not a strategy much used in websites.
Update: Efficient data transfer through zero copy. Copying data kills. This excellent article explains the path data takes through the OS and how to reduce the number of copies to the big zero.

Latency matters. Amazon found every 100ms of latency cost them 1% in sales. Google found an extra .5 seconds in search page generation time dropped traffic by 20%. A broker could lose $4 million in revenues per millisecond if their electronic trading platform is 5 milliseconds behind the competition.

The Amazon results were reported by Greg Linden in his presentation Make Data Useful. In one of Greg's slides Google VP Marissa Mayer, in reference to the Google results, is quoted as saying "Users really respond to speed." And everyone wants responsive users. Ka-ching! People hate waiting and they're repulsed by seemingly small delays.

The less interactive a site becomes the more likely users are to click away and do something else. Latency is the mother of interactivity. Though it's possible through various UI techniques to make pages subjectively feel faster, slow sites generally lead to higher customer defection rates, which lead to lower conversation rates, which results in lower sales. Yet for some reason latency isn't a topic talked a lot about for web apps. We talk a lot about about building high-capacity sites, but very little about how to build low-latency sites. We apparently do so at the expense of our immortal bottom line.

I wondered if latency went to zero if sales would be infinite? But alas, as Dan Pritchett says, Latency Exists, Cope!. So we can't hide the "latency problem" by appointing a Latency Czar to conduct a nice little war on latency. Instead, we need to learn how to minimize and manage latency. It turns out a lot of problems are better solved that way.

How do we recover that which is most meaningful--sales--and build low-latency systems?