Chris Donnan : Programming – Brooklyn Style
software, trading, family, fun
Posted C++, coding, low latency on Monday, July 25th, 2011.
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Posted C++, coding, low latency on Saturday, July 23rd, 2011.
Not new, but someone was asking me about this the other day… here you go – OpenOnload docs from SolarFlare
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Posted C++, coding, programming on Thursday, July 14th, 2011.
Suicide by C++ And How to Avoid It
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Posted C++, coding, programming on Wednesday, July 13th, 2011.
I had to look at it a few times. Cool, sorta wacky.
try_
[
f(arg1)
]
.catch_<runtime_error>()
[
cout << val("caught runtime error or derived\n"),
throw_()
]
.catch_<exception>()
[
cout << val("caught exception or derived\n"),
throw_()
]
.catch_all
[
cout << val("caught some other type of exception\n"),
throw_(runtime_error("translated exception"))
]
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Posted C++, FPGA, HFT, algorithmic trading, computer hardware, high frequency trading, linux, low latency, messaging on Saturday, July 9th, 2011.
• Use a binary transaction protocol to eliminate data conversions and complex parsing.• Use Remote Direct Memory Access (RDMA) verbs and zero copy mechanisms to eliminate network protocol stack processing.• Use preallocated data structures to completely eliminate all memory turnover and associated garbage collections.• Tune the hardware and OS for low latency
Part of me says “duh” but part of me says that maybe this is not necessarily common application yet?
Another “worlds fastest matching engine” – here
Tibco FTL messaging – seems interesting…
Fixnetix Raises the Bar: World’s Fastest Nanosecond Trading – more FPGA trading…
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Posted C++, linux on Monday, July 4th, 2011.
http://www.kegel.com/c10k.html
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Posted HFT, high frequency trading, java, low latency on Saturday, July 2nd, 2011.
Go LMAX guys – open sourced some truly cool code. Smart guys using Java well.
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