Taming the Data Beast: Processing real time Market Data by a Crypto Exchange

As one of Europe’s leading Crypto Exchanges, Bitvavo enables its ~2 million customers to buy, sell and store over 300 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 details of how we process and transform trading Data using Confluent Cloud and Imply Druid in real time in order to provide useful insights to our customers focused on 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 in Europe.