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Tech at Magnetic See Also: The Magnetic Blog Powered by Pelican , theme by wting . Optimize Python with Closures Dan Crosta This article is cross-posted on my personal blog, late.am . Magnetic’s real-time bidding system, written in pure Python, needs to keep up with a tremendous volume of incoming requests. On an ordinary weekday, our application handles about 300,000 requests per second at peak volumes, and responds in under 10 milliseconds. It should be obvious that at this scale optimizing the performance of the hottest sections of our code is of utmost importance. This is the story of the evolution of one such hot section over several performance-improving revisions. Real Time Bidding, or RTB , is a technique by which many internet ads delivered. When you visit a website using RTB , a request is sent to dozens or hundreds of “bidders” which have to qui...