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RFC index · issued 2026-09-22
RFC-001: Symbol Sharding for Quote Fan-Out
Not financial advice. Verify claims independently.
Open for comment: the partitioning scheme behind 1M+ concurrent subscribers.
Status: Open for comment · RFC: 001 · Component: fan-out layer
Proposal: partition the outbound channel space by ticker symbol, with hot symbols (top ~20 by subscriber count) getting dedicated shards and the tail sharing a hash partition.
Motivation: during a Micron-scale earnings event, a single symbol generates 40%+ of outbound volume. Unsharded, that volume delays every other symbol's delivery. Sharded, MU's burst is isolated to its own lane.
Open questions for comment:
- Shard rebalancing: dynamic (watch subscriber counts) vs. static (pre-assigned)?
- Cross-shard ordering: do subscribers need causal ordering across symbols, or is per-symbol ordering sufficient?
Reference implementation: Stock Picks's quote layer. Comments open on the repo.