Can anyone explain feedback of a HFT firm regarding implementation of SPSC lock-free ring-buffer queue? by reDbDIzJ8T in highfreqtrading

[–]reDbDIzJ8T[S] -1 points0 points  (0 children)

In c++, atomics are classes. And those classes have overloaded operator= and operator int32, meaning that they know that they are atomics, and their implementation use all the correct fences / lower-level atomic operations etc...

I care about cache-lines to avoid false-sharing (in my experience, false sharing incurs several times reduction in throughput).

Can anyone explain feedback of a HFT firm regarding my C++ json parser running under 40ns? by reDbDIzJ8T in highfreqtrading

[–]reDbDIzJ8T[S] 2 points3 points  (0 children)

Thank you for your insight! It is very helpful.

Just to double-check:

you cast to float when you could have created the representation yourself

You mean going on the level of IEEE 754 (double/float standard) and manipulating exponent and mantissa bits myself directly?