How do we minimize latency in Trasporting Data from Exchanges to our Network & then from our process

Milind Dongre

Milind Dongre

Joined
11/22/11
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Hi,

I am new to Low Latency although I know C++ and have worked on it. I have worked on DataStructures and Sorting and Searching Algo. But I want to know how these algo and multithreading is used in achieving low latency and is the C++ programming is very different than normal C++ programming. If you can give me a simple examples to explain as How C++ is used to achieve Low Latency then I will be very thankful to you.

Regards
Milind
 
It is more about the machine than just the programming language. You colocate the servers. Additionally you can hardware based services for data. So it depends on how much latency you want to achieve.

Through the language its more about having the right number of threads. Aviod any locks or blocking calls.
 
There is no single thing like overall latency, there are tons of latencies to consider:
- number of hops on route to the exchange - can you decrease it with optimized routing table and specialized hardware ?
- transfer protocol overhead - are you sure that you need extra packets with ACK/SYNC messages?
- registries latency, cache latency, memory access latency - can you proceed everything on fast registers?
- memory allocation latency - what if heap is fragmented to allocate appropriate block ?
- etc.
 
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