HFT C++ larency kiss of death is multi threading blocking in Open MPI while FastFlow uses non blocking
For those struggling to understand what blocking really when it comes to multithreading, you would want to read this:
. This processor first prints its own greeting, then polls successive processors – waiting to receive a message from each one. Only when the message is received does proccessor 0 move on. Using the MPI_Send and MPI_Recv commands blocks program execution. This blocking is illustrated graphically by inserting a long loop in the code, causing one of the processors to take a long time to complete its tasks. The cost of this structure is added syntax.
This is when you use something like Open MPI so this is add latency when it comes to high frequency trading. As a result, this is the reason why I like FastFlow since it gets around this block issue.
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