C++ patterns for low-latency applications including high-frequency trading

Re:C++ patterns for low-latency applications including high-... by bb88 on Monday July 08, 2024 @09:03PM (#40911562)

I honestly don't know why the real time trading devs don't make their own OS/programming language for this. It's not like they don't have the money.

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Re:C++ patterns for low-latency applications including high-... by nine_k on Tuesday July 09, 2024 @02:40AM (#40913126)

Making your own OS or language is hard, if you care about both performance and correctness.

But HFT people do a lot of OS-level hacking, squeezing the last bits of performance from the kernel where the kernel is needed, and/or running parts of the kernel stack (like networking) in userspace, avoiding context switches. CPU core pinning, offloading of everything possible to the network cards, etc, goes without saying.

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Re:C++ patterns for low-latency applications including high-... by pjmlp on Tuesday July 09, 2024 @07:29AM (#40914819)

That is basically what they do when deploying into FPGAs.

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