When developing a high frequency environment, every transaction is a race against the clock and against other players in the market. Therefore, your critical flow can never be “fast enough” as long as someone else may be faster. In this lecture I will cover some of the techniques qSpark’s trading infrastructure uses to survive in the HFT jungle, and will discuss in detail one of our main techniques: using dummy operations to warm up the instruction cache for critical operations while avoiding branch mis-predictions.
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Presented at Core C++ 2019 conference, the slides can be found at [ Ссылка ]
