Speaker: Mikhail Matrosov

Audience level: [ Intermediate | Advanced ]

High frequency trading is one of the fields where there is no real alternative to C++. When every nanosecond matters, you absolutely need a tool which can squeeze everything from your hardware.

At Pinely we use a lot of optimization techniques, specialized data structures, tailor-made solutions and clever approaches to build a cutting-edge trading system which consistently wins the intense competition across many markets.

In this talk I will share some of them, namely:

• The actual cost of “cheap” move operations and how to avoid them
• Efficient in-place string editing and scatter/gather IO
• Cache line alignment and false sharing
• IndexedPointer: an index/pointer hybrid
• ExchangeQueue: N producers to M consumers pattern which allows for scalable high-throughput trading system