Sessions

Making sense of Crypto Market Data in real time

Marcos Maia - Bitvavo

As one of Europe’s leading Crypto Exchanges, Bitvavo enables its ~2 million customers to buy, sell and store ~400 digital assets and provides a 24/7 service processing many thousands of transactions per second with stable sub millisecond execution times on its order flow. In this talk I will deep dive on the high level architecture of Bitvavo Exchange and dig on how we process and transform such data using Apache Kafka and Druid in real time in order to provide useful insights to our customers as Candle Charts. Specifically I will cover architectural patterns, lessons learned and good practices routing and processing high volumes of market data from low latency systems while maintaining the high performance and scalability required from the leading European Crypto Exchange.