Posts
- Tips for using the sockets API
- Uses of immediately invoked function expressions (IIFE) in C++
- Latency implications of virtual memory
- Aligned AVX loads and stores are atomic
- Correctly implementing a spinlock in C++
- Low latency tuning guide
- Performance impact of split locks
- C++ Best Practices
- Estimating order queue position
- Designing a high performance market data feed handler
- Efficient rolling statistics with NumPy
- Erlang Latency Guide
Live lock-free or die deadlocked!
- Awesome Lock-Free - A collection of resources on wait-free and lock-free programming.
- MPMCQueue - A bounded multi-producer multi-consumer lock-free queue written in C++11.
- SPSCQueue - A bounded single-producer single-consumer wait-free and lock-free queue written in C++11.
- Seqlock - An implementation of Seqlock in C++11.
Programming in C++
- Awesome Modern C++ - A collection of resources on modern C++.
- C++ Best Practices - My short page on C++ best practices.
- HashMap - An open addressing linear probing hash table, tuned for delete heavy workloads.
- spartan - A collection of High-Frequency trading components.
- udpreplay - Replay UDP packets from a pcap file.
- ipc-bench - Latency benchmarks of Unix IPC mechanisms.
Other
- FIX protocol reference - Reference of for the FIX protocol.