July 14th, 2024

C++ Design Patterns for Low-Latency Applications

The article delves into C++ design patterns for low-latency applications, emphasizing optimizations for high-frequency trading. Techniques include cache prewarming, constexpr usage, loop unrolling, and hotpath/coldpath separation. It also covers comparisons, datatypes, lock-free programming, and memory access optimizations. Importance of code optimization is underscored.

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C++ Design Patterns for Low-Latency Applications

The article discusses C++ design patterns for low-latency applications, focusing on optimizations for high-frequency trading (HFT). While FPGA-based solutions are common in HFT for their low-latency and high-parallelism, C++ is the primary language used beyond FPGAs. The optimizations mentioned include prewarming CPU caches, using constexpr, loop unrolling, inlining, and separating hotpath versus coldpath code to improve CPU cache usage and prevent branch mispredictions. The article also touches on signed and unsigned comparisons, floating-point datatypes, lock-free programming using ring buffer design, and the absence of aligned vs. unaligned memory accesses and zero-copy optimizations in the discussed patterns. The importance of code optimization in the context of software performance, especially in high-level applications, is highlighted. Various comments from readers reflect on the significance of software performance, the evolution of programming languages, and the ethical considerations of high-frequency trading.

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