Monoid design pattern to Fastflow multihreading C++ library for high speed trading like HFT
As I started digging further into Monoid pattern thing, it was promising with these articles:
One of these links does have source code demo. To be honest, the code was not commented or documented at all which means I cannot go beyond than looking at. It did not compile with my GCC 4.9 but I have no patience to figure it out from there.
Check out the history here:
Or watch the video here:
As these links base the methodology off Haskell, there are a number of reasons which this functional programming language could be as fast as C or C++. Here are some other comparisons:
As I am no expert here, but it was recommended another multithreading library could handle the same performance using these Monoid design patterns. It does look promising but after some further digging, Intel TBB or Boost Futures came up. I think that is a yucky proposition when I knew about a faster (and easier) multi-threading library called Fastflow.
I took a look to see if it was abandoned. To my surprise, 2.1 just came out 2 days ago. Talk about perfect timing!
There was a performance graph to show how Fastflow performs against other libraries. It seems to keep up with OpenMP which is the fastest one compared to CILK or TBB. Again, I am no expert here but I think it is worthy to revisit this multithreading library.
It is also comforting to know the FIX8 project chose FastFlow as well for concurrency which they claim their library is quite fast. Knowing all this with my revisit to both C++ on Linux, it might important to showcase my earlier on this library:
Keep your eyes peeled on more up to date topics on FastflowNOTE 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!