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Especially true when the services are all stateless. If there isn’t a conway-esque or scaling advantage to decoupling the deployment... don’t.

I had a fevered dream the other night where it turned out that the bulk of AWS’s electricity consumption was just marshaling and unmarshalling JSON, for no benefit.



I recently decided to benchmark some Azure services for... reasons.

Anyway, along this journey I discovered that it's surprisingly difficult to get a HTTPS JSON RPC call below 3ms latency even on localhost! It's mindboggling how inefficient it actually is to encode every call through a bunch of layers, stuff it into a network stream, undo that on the other end, and then repeat on the way back.

Meanwhile, if you tick the right checkboxes on the infrastructure configuration, then a binary protocol between two Azure VMs can easily achieve a latency as low as 50 microseconds.


A few years ago, my good friend used to say that the first two main duties of a financial quant library are string manipulation and memory allocation.


Exactly!




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