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High frequency trading optimizations at Pinely
Mikhail Matrosov
On Day 1 at 14:30 (CET/Berlin) in Track E [Bernstein Room and online]
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
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