Posts

• 2021-12-13 Optimizing a ring buffer for throughput
• 2020-10-08 Using huge pages on Linux
• 2020-09-21 Fuzzing floating point code
• 2020-09-18 Generating std::ostream &operator<< for C++ enums and structs using libClang
• 2020-08-10 Tips for using the sockets API
• 2020-07-13 Uses of immediately invoked function expressions (IIFE) in C++
• 2020-07-09 Latency implications of virtual memory
• 2020-06-06 Aligned AVX loads and stores are atomic
• 2020-04-25 Correctly implementing a spinlock in C++
• 2020-03-25 Low latency tuning guide
• 2020-01-16 Performance impact of split locks
• 2019-09-22 C++ Best Practices
• 2013-06-08 Estimating order queue position
• 2012-11-22 Designing a high performance market data feed handler
• 2011-01-01 Efficient rolling statistics with NumPy
• 2009-11-20 Erlang Latency Guide

Live lock-free or die deadlocked!

• Awesome Lock-Free - A collection of resources on wait-free and lock-free programming.
• MPMCQueue - A bounded multi-producer multi-consumer lock-free queue written in C++11.
• SPSCQueue - A bounded single-producer single-consumer wait-free and lock-free queue written in C++11.
• Seqlock - An implementation of Seqlock in C++11.

Programming in C++

• Awesome Modern C++ - A collection of resources on modern C++.
• C++ Best Practices - My short page on C++ best practices.
• HashMap - An open addressing linear probing hash table, tuned for delete heavy workloads.
• spartan - A collection of High-Frequency trading components.
• udpreplay - Replay UDP packets from a pcap file.
• ipc-bench - Latency benchmarks of Unix IPC mechanisms.

Other

• FIX protocol reference - Reference of for the FIX protocol.