Hubert-Félix Thiéfaine – Exil sur planète fantôme

https://youtu.be/0EtcJKNr-Ng?si=7m7PtQgZoZZdix_7

#Soundcheck #pouetradio #HFT

Lập trình viên tối ưu Matching Engine (hệ thống khớp lệnh) đạt 150 triệu lệnh/giây chỉ với một nhân CPU bằng C++20.

Điểm nổi bật:
- Hiệu suất: 156M lệnh/giây (benchmark) và 132M lệnh/giây (dữ liệu thực Binance).
- Độ trễ: < 1 micro giây.
- Kỹ thuật: Zero Allocation (std::pmr), Lock-free (SPSC Ring Buffer), và tối ưu Cache (Flat vectors thay cho std::map).

Dự án mã nguồn mở trên GitHub dành cho ai quan tâm đến HFT và tối ưu hệ thống.

#Cplusplus #Cpp20 #Programming #HFT #MatchingEngine #OpenSou

Tail Call Optimiztion in BEAM vs Rust loops for HFT systems:

BEAM/Elixir:
+ Guaranteed tail call optimization
+ Million+ concurrent processes trivially
- GC pauses
- Less predictable latency profile

Rust:
+ Explicit loop = zero-cost, predictable
+ No GC, deterministic performance
+ Sub-100μs consistently achievable
- Manual concurrency management

For market data aggregation? BEAM wins.
For order execution? Rust every time.

#HFT #Rust #Elixir #SystemsEngineering

High-Frequency Trading #politics #hft #atm #stock #market #trading A proposal for a rapidly diminishing tax on how long you hold a stock before trading it again.

https://fed.brid.gy/r/https://ithoughthecamewithyou.com/post/high-frequency-trading

New article: NUMA allocators for high-performance systems
Ever wondered why your trading system has inconsistent latencies? Memory placement matters more than you think!
Remote NUMA access = 2x slower than local (120ns vs 60ns). For sub-microsecond HFT systems, that's huge.
My beginner guide covers topology detection, allocator composition, and integration with object pools.
Great foundation for production trading systems.
https://rustquant.dev/blog/numa-allocators-beginner/

#Rustlang #HFT #Performance

TitanRt 0.3 — Пишем свой CoinMarketCup: часть 1

Что ж, да, вы не ослышались — прямо сейчас мы с вами напишем свой движок для поддержания такого бэкенда, как у CoinMarketCup (кмк). И писать будем на моем любимом Rust. Использовать под капотом будем мою либу TitanRt , которую я лениво и скомкано презентовал в предыдущем посте. Постараюсь быть полезным и последовательным. Осторожно: много кода (с комментариями)...

https://habr.com/ru/articles/944308/

#streaming #net #rust #hft #трейдинг #крипто #crypto #cryptocurrency