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Orion can scale horizontally (there is an interesting post about it at SOF, which I recommend to read). We haven't tested Orion in the scenarios you mention (five or six figures of events per second) but with a conveniently sized infrastructure it should be theoretically possible.

Thus, our recommendation is to start with a single Orion node (properly sized, see some hints here), start injecting load and when the limit is reached, add a new Orion node or MongoDB shard (you would need to check which one is the bottleneck in your case). Continue increasing load an adding new resources until you reach the required load.

For us, it would be very interesting to know the result of such tests if you do them at the end.