LMAX Disruptor model gets less than 1 ms latency for quant development and HFT? Video using open source Java, JBOSS, PostgresSQL

(Last Updated On: April 18, 2012)

LMAX Disruptor model gets less than 1 ms latency for quant development and HFT? Video using open source Java, JBOSS, PostgresSQL

LMAX – How to Do 100K TPS at Less than 1ms Latency

Summary
Martin Thompson and Michael Barker talk about building a HPC financial system handling over 100K tps at less than 1ms latency by having a new approach to infrastructure and software. Some of the tips include: understand the platform, model the domain, create a clear separation of concerns, choose data structures wisely, and run business logic on a single thread.

http://www.infoq.com/presentations/LMAXgen

Also, the one thing I like about this talk is how they pre-allocated their buffers to optimize and minimize garbage collection. They put everything in a ‘ring buffer’ to minimize GC and optimize their caching. This may eliminate those who doubt Java because of garbage collection.

This has been open sourced as well http://code.google.com/p/disruptor/

After researching, this may become a game change for my solutions?

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs