β‘οΈΠΠΈΠ΄Π΅ΠΎ When Nanoseconds Matter: Ultrafast Trading Systems
ΠΠΎΠ²ΠΎΠ»ΡΠ½ΠΎ ΠΈΠ½ΡΠ΅ΡΠ΅ΡΠ½Π°Ρ Π»Π΅ΠΊΡΠΈΡ ΠΎΡ David Gross ΠΈΠ· Optiver ΠΎ ΡΠΎΠΌ, ΠΊΠ°ΠΊΠΈΠ΅ ΡΠΈΡΠΊΠΈ ΠΈΡΠΏΠΎΠ»ΡΠ·ΡΡΡΡΡ Π² ΠΏΡΠΎΠ΅ΠΊΡΠΈΡΠΎΠ²Π°Π½ΠΈΠΈ ΠΊΠΎΠΌΠΏΠ»Π΅ΠΊΡΠ½ΡΡ
ΡΠΎΡΠ³ΠΎΠ²ΡΡ
ΡΠΈΡΡΠ΅ΠΌ:
- ΠΊΠ°ΠΊ Π»ΡΡΡΠ΅ ΠΏΡΠ΅Π΄ΡΡΠ°Π²ΠΈΡΡ L3 ΠΎΡΠ΄Π΅ΡΠ±ΡΠΊ Π² ΠΏΠ°ΠΌΡΡΠΈ, ΠΈ ΠΊΠ°ΠΊ ΠΈΡΠΊΠ°ΡΡ Π² Π½Π΅ΠΌ.
- Π½Π΅ΠΌΠ½ΠΎΠ³ΠΎ ΠΎ ΠΏΡΠΎΠ΅ΠΊΡΠΈΡΠΎΠ²Π°Π½ΠΈΠΈ ΠΈ ΠΊΠΎΠ΄Π΅ SPMC bounded ΠΎΡΠ΅ΡΠ΅Π΄ΠΈ Π² shared memory.
- ΠΈΠ΄Π΅Ρ spawn'ΠΈΡΡ perf ΠΏΡΡΠΌΠΎ ΠΈΠ· ΡΠ²ΠΎΠ΅Π³ΠΎ ΠΏΡΠΎΡΠ΅ΡΡΠ°.
- Π½Π΅ΠΌΠ½ΠΎΠ³ΠΎ ΠΎ likely/unlikely/cold ΡΠ΅ΠΊΡΠΈΡΡ
Π² ΠΊΠΎΠ΄Π΅.
- ΡΠΏΠΎΠΌΠ½ΡΠ½ΡΠ» ΠΎ ΡΠΎΠΌ, ΠΊΠ°ΠΊΠΎΠΉ Π²ΡΠΈΠ³ΡΡΡ Π΄Π°ΡΡ kernel bypass ΠΏΡΠΈ ΡΠ°Π±ΠΎΡΠ΅ Ρ ΡΠ΅ΡΡΡ.
- ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΠ΅ clang xray Π΄Π»Ρ Π΄ΠΎΠ±Π°Π²Π»Π΅Π½ΠΈΡ ΠΏΡΠΎΡΠΈΠ»ΠΈΡΠΎΠ²Π°Π½ΠΈΡ Π² ΡΠ°Π½ΡΠ°ΠΉΠΌΠ΅.
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Forwarded from ΠΠ΄ΠΈΠ½ ΠΌΠΈΠΊΡΠΎΡΠ΅ΠΊ - C++, low latency, concurrency, HFT
YouTube When Nanoseconds Matter: Ultrafast Trading Systems in C++ - David Gross - CppCon 2024 https://cppcon.org CppCon 2024 Early Access: https://cppcon.org/early-access Access All 2024 Session Videos Ahead of Their Official Release To YouTube. At least 30 days exclusive access through the Early Access system. Videos will be released to the CppConβ¦- π 2
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