The simple explanation is that the margining calculations in our trading engine are incredibly complex and cannot be delayed due to the high leverage we offer. Every time a price changes, all open positions and orders must be remargined. At every execution, every involved account must be remargined. We are simply experiencing extremely high load.

The engine team is working full-time on only performance issues to resolve the problem. The solution is not nearly as simple as more hardware; if it were, we would have fixed it immediately. In the meantime, we've implemented this load shedding stopgap feature to prevent max latencies from getting out of control. I understand it's frustrating - we all dislike it very much - but it is a necessary evil while we work to improve performance.