MentaBlog

Simplicity is everything

12-01-2012
by saoj
8 Comments

Asynchronous logging versus Memory Mapped Files

One of the challenges of HFT systems is to minimize I/O latency. Whenever you want to write something to the disk or send something to the network you risk introducing latency in your critical thread. One solution for this problem … Continue reading

11-26-2012
by saoj
2 Comments

Inter-thread communication with 2-digit nanosecond latency

With the proliferation of multi-core processors and the high cost of collocation, it is tempting to run more than one critical application in the same machine using a thread affinity library to pin each application to its own isolated core. … Continue reading

11-20-2012
by saoj
0 comments

Lab

Below are the specs of the machine I am using for my benchmarks: Intel® Core™ i7-3770K Processor – 4 x 3.50GHz/8MB L3 Cache – Overclocked to 4.5GHz 8 GB [2 x 4 GB] DDR3-2133MHz ASRock Z77 Extreme4 Board 120 GB … Continue reading