Search Results for "algorithmic trading software"
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Showing 1 open source project for "algorithmic trading software"
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LMAX Disruptor
High performance inter-thread messaging library
LMAX aims to be the fastest trading platform in the world. Clearly, in order to achieve this we needed to do something special to achieve very low-latency and high-throughput with our Java platform. Performance testing showed that using queues to pass data between stages of the system was introducing latency, so we focused on optimising this area. The Disruptor is the result of our research and testing. We found that cache misses at the CPU-level, and locks requiring kernel arbitration are...
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