Measuring Trading-System Performance
What TTT and RTT each cover, why to report p50, p99 and p999 instead of the mean, how marks at thread boundaries separate processing from queueing, and how to use the latency table as a budget.
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Low-Latency
Linux, CPU and memory performance, concurrency and C++ runtime behavior, organized by the chapters of my study notes.
26 posts
02
Algorithms
Competitive programming: combinatorics, number theory, and matrix methods.
27 posts
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AI Native
My own AI-native development practice: quality gates, repository maps, agent workflows.
1 post
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All posts
Everything published, newest first — for quick lookup and review.
54 posts
Latest
Recent posts
View archiveMeasuring Latency with the TSC
What a TSC reading means, when it is taken, which core it is taken on, how to record timestamps on the hot path, and how ticks become ns: where the frequency comes from and how to calibrate it yourself.
Thread-Safe Queues
From one mutex to many producers: condition variables and lost wakeups in a blocking queue, rte_ring’s two pairs of indices and in-order publishing, Disruptor’s availability flags, and whether a full queue should block, drop, or …
Wait-Free
Wait-free is not a faster lock-free: it turns a failed CAS from “try again” into “I come after you”, which bounds every thread’s steps, at the cost of more atomics and code that is harder to get right.
perf: How to Use It, What to Read
stat for the totals, record and report to find the function holding 98% of the samples, annotate to see every sample land on the instruction after an add: a chain of adds, each waiting for the last, and splitting it four ways is …
Spinlocks
Whether a spinlock is fast depends on what its waiters do: if every attempt is a read-modify-write, they drag the lock’s line back and forth. Read before you grab, put PAUSE in the loop, back off after losing, and waiting costs …
A Cache Case Study: Repricing 64 Options per Tick
One tick touches 140 cache lines, and most of the time goes into waiting for them. None of the four steps changes the computation; they change when data arrives, where it lands and who holds it: put the misses in flight together, …
CRTP and Static Polymorphism
The base class writes the flow and the subclass fills in the details: virtual functions pick the subclass at run time, CRTP at compile time. What you save is more than one indirect jump: the call inlines completely and the object …
