Tag Archives: 1 ms

Huh! LMAX and Rackspace trading platform delivered execution really fast under 1 Ms. HFT potential?!?!?

Huh! LMAX and Rackspace trading platform delivered execution really fast under 1 Ms. HFT potential?!?!?

This was a comment left by some one at

https://quantlabs.net/blog/2011/12/i-am-doing-my-due-diligence-on-lmax-as-they-impress-me-as-a-potential-forex-broker/

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!

LMAX How to get 100K transactions per second in less than 1 ms latency

LMAX How to get 100K transactions per second in less than 1 ms latency

infoq.com

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…

 

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That was like 18 months ago, wasn’t it?

 

Yes, this is an intro served for the beginning level folks in the group. Not everyone is this group is at the same level. I am trying to bring everyone up to speed

infoq.com

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…

 

That was like 18 months ago, wasn’t it?

 

Yes, this is an intro served for the beginning level folks in the group. Not everyone is this group is at the same level. I am trying to bring everyone up to speed

 

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!

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

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!