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
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.
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!