Blog List

This blog is about the journey of designing and developing SubMicroTrading (TM) an ultra low latency trading system over the last 5 years. As I cover certain topics (from SuperPools to Book Conflation to Strategy Container) I will make some sections of the code freely available.

The goal of this technical blog is to raise awareness of the potential for Java in implementing Ultra Low Latency Systems and share the techniques I have used.

Please note that work on SubMicroTrading has halted. I have a full time job in an IB (alas not in ultra low latency) and after more than 4 years have no more spare time for it.

Please follow the blog, If I get enough interest I will start open sourcing components including SubMicroFix a nanosecond level fix engine in java. Possibly the fastest fix engine in the world !

Blog List (from latest to oldest, click link to view)

Avoid Unnecessary Allocations and Memcpy's

SubMicroTrading Open Sourced on GIT

SubMicroTrading Ultra Low Latency Open Source Prep

Setting Thread Affinity and Priority from Java

Coding For Ultra Low Latency

Java Bytecode Latency Impact

Java JVM Tuning for Ultra Low Latency

Hardware and Linux Tuning for Ultra Low Latency

Measuring Latency in Ultra Low Latency Systems

Recommendations for Ultra Low Latency

Holistic Latency For Ultra Low Latency

Models & Generating Codecs

SubMicroTrading (SMT) Overview

Which Language is Best for Ultra Low Latency

What is Ultra Low Latency

About Me

Future Blog Subjects (among others)

Application Design Techniques

Avoid GC with SuperPools 

ThreadLocal cost and Alternative

Threading Model in Ultra Low Latency System

Avoiding GC in Java

Utilising Unsafe Class

Java Class Field Offsets

Disruptor Anti-Pattern

Object Models in Ultra Low Latency systems

AntiSpring

Anti Reuse Pattern Immutable

Working Set Size

Run 24 * 7

Collection Sizing

SuperPools

Thread Multiplexing

Custom NIO : bypassing lock overhead and exception stack prep

Custom Maps with Reusable Nodes

SME Persistence vs Chronicle

Dates

Book Conflation & Atomic Book Reads (snapping)

Scaling Dynamic Market Data Sessions with CME

Strategy Container

T1 Strategy

Example Spread Strategy

JMX Admin Commands

High Availability & Resiliency

What Would I do Differently Now