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M.Sc. Thesis - VM Selection Heuristic for Financial Exchanges in the Cloud


Master Thesis work co-advised by:

Introduction

Financial exchanges consider a migration to the cloud for scalability, robustness, and cost-efficiency. Jasper presents a scalable and fair multicast solution for cloud-based exchanges, addressing the lack of cloud-native mechanisms for such. To achieve this, Jasper employs an overlay multicast tree, leveraging clock synchronization, kernel-bypass techniques, and more. However, there are opportunities for enhancement by confronting the issue of inconsistent VM performance within identical instances. LemonDrop tackles this problem, detecting under-performing VMs in a cluster and selecting a subset of VMs optimized for a given application's latency needs. Yet, we believe that LemonDrop's approach of using time-expensive all-to-all latency measurements and an optimization routine for the framed Quadratic Assignment Problem (QAP) is overly complex. The proposed work aims to develop a simpler and scalable heuristic, that achieves reasonably good results within Jasper's time constraints.

git clone --recursive https://github.com/duclos-cavalcanti/master-arbeit.git

Setup and Installation

The general project worflow consists of three parts:

  1. Creation and Deployment of images on a given cloud provider (or locally via dockers),
  2. Managing Instances (deployed images)
  3. Running individual programs on any given instance.
Category Tool(s)
Build CMake , Meson , Pkg-Config
Containers / Virtualization Docker , Packer , Vagrant , VirtualBox
Cloud Terraform , GCP , AWS
Libraries DPDK , ZeroMQ , Protobufs
Python pyzmq , boto3

See Setup on the wiki.

Usage

See Getting Started on the wiki.

License

This project is released under the BSD 3-Clause license. See LICENSE.

References


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Master Thesis on High Performance Multicasting on the Cloud

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