JedMartin

6 ms·

1.
by JedMartin 11mo ago
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2.
by JedMartin 2y ago
You would change the rules, but I think the result would largely remain the same. As a market participant with the fastest access to data from other markets, news, and similar sources, as well as low order entry latency, you would still be
3.
by JedMartin 2y ago
IntelligentCross Midpoint (a darkpool) is a better example, since it actually does matching periodically every couple of milliseconds [1]. IEX just introduces additional latency for everyone. [1] https://www.imperativex.com/
4.
by JedMartin 2y ago
It's actually the other way around. As a big fund looking to trade a large number of shares in the public market, you'll quickly realize that the market tends to move away from you, and statistically, you're more likely to ge
5.
by JedMartin 2y ago
I have absolutely no idea how this works in Java, but in C++, there are a few reasons you need std::atomic here: 1. You need to make sure that modifying the producer/consumer position is actually atomic. This may end up being the same
6.
by JedMartin 2y ago
It's not easy to get data structures like this right in C++. There are a couple of problems with your implementation of the queue. Memory accesses can be reordered by both the compiler and the CPU, so you should use std::atomic for you
7.
by JedMartin 4y ago
The most benefit comes from the fact that you end up with a lot less TLB misses, since single mapping covers a large chunk of memory. Predictable memory access pattern helps with caches misses thanks to hardware prefetch, but as far as I kn
8.
by JedMartin 4y ago
Thanks, cool stuff. Especially liblppreload.so described in [2] and [3]. I'll give it a try. Do you have any tips how to achieve the same for the stack?
9.
by JedMartin 4y ago
The part about getting everything into hugepages sounds interesting. Any idea where can I find some resources on that? Most of what I was able to find only tell you how to do that for heap allocations.