What software architecture would you need to build a "realtime bidding" ad exchange?

For those not familiar with it, a realtime bidding ad开发者_JS百科 exchange is a relatively new way to allow advertisers to "bid" for the right to show their ad to an individual.

It works like this: A user hits a website that contains a space for an ad. This website then pings the ad exchange and requests an ad. The ad exchange then pings all advertisers that are "subscribed" to that type of ad impression via a REST API that the advertisers must expose, providing information about the ad showing opportunity. Each advertiser then responds with a "bid", how much would they pay to show their ad. Advertisers have only 100ms to respond, and whoever wins this auction gets the right to show their ad.

With a typical ad exchange this entire process may occur 2,000 times per second!

I've been thinking about the architecture and infrastructure that must be required for something like this, and it seems mind-boggling to me. It implies initiating millions of outbound HTTP connections every second, waiting up to 100ms for each to respond, and then processing the responses.

Does anyone have any experience of building an architecture like this? How can it be achieved?

You may visit

http://inetmgr.blogspot.com/

This blog tried to demystify the technology and the facts.

There is a solution in development that provides a web service exchange:

http://www.instabid.io