Re:Low Latency Performance Tuning for Red Hat Enterprise Lin...
by Slartibreakfast on Wednesday February 11, 2015 @03:42PM
(#9035575)
You're probably already aware of it, but Martin Thompson of LMAX has done a lot of great work on HFT systems and his blog "Mechanical Sympathy" is excellent:
http://mechanical-sympathy.blogspot.com/
Although a lot of people think HFT is just a race to the bottom (and they are probably right) it's still great fun to try and wring every last nanosecond of performance out of your code.
Re:Low Latency Performance Tuning for Red Hat Enterprise Lin...
by SEJeff on Wednesday February 11, 2015 @02:24PM
(#9035041)
You're unlikely to find someone who would openly help you since you mentioned you work in the electronic trading industry. I speak from experience as a former employee of Virtu (and previously for 4 years when it was EWT / Madison Tyler). Learning is sometimes best through lots of research and experience.
Re:Low Latency Performance Tuning for Red Hat Enterprise Lin...
by stuntprogrammer on Wednesday February 11, 2015 @02:50PM
(#9035241)
Yes, exactly.
(I've built things for a few chicago/newyork hft shops).
I've already done the usual move the packet handling to user land, and use infiniband hardware to connect machines.
I'm looking for the last few percent increase in my latency, even hardware(switch/router recommendations would be welcome).
My particular case is algo trading if it really matters.
And how do people actually profiled nano seconds?
The more I learn about low latency development the more I realize I don't really know:(
I'm also open to privately chatting with anyone experience in this area, email in my profile. The alternative is pulling someone out of Getco or Virtu, and that's always a tough task:)
EDIT to respond to the comment that people are unlikely to help, I've received 3 private emails in the span of 10 minutes, so someone out there is willing to do it.
In general I think people are better than you are giving them credit for.
I'd rather it be via this forum so others can learn but I'll take what I can get, and your point is well taken:)