X9 - high performance message passing library (HFT)

[dxflores]

Hi,
I thought to reach out and share with you all a message passing library that I have written (in the context of an high frequency trading system) and just open sourced.
It's very useful for building complex (and fast) multithreading systems and it comes with quite a lot of examples and a profiling tool.
I wonder if it can be helpful for your own work/projects.
DF
link: GitHub - df308/x9: high performance message passing library

 

[Paul Lopez]

I will check it out thank you!

 

[dxflores]

You are welcome. If you have any questions I will do my best to answer them.

 

[Daniel Duffy]

Had a quick look at this C library

1. You use rand(), what's the rationale?
2. pthreads library is good but from the 90s.

C++11, TBB, PPL have all this functionality.

To be brutally honest, what's the compelling reason for using x9?

 

[Daniel Duffy]

static int random_int(int const min, int const max) {
  return min + rand() / (RAND_MAX / (max - min + 1) + 1);
}

The C Standard rand() function makes no guarantees as to the quality of the random sequence produced. The numbers generated by some implementations of rand() have a comparatively short cycle and the numbers can be predictable. Applications that have strong pseudorandom number requirements must use a generator that is known to be sufficient for their needs.

 

[dxflores]

Hi Daniel,

1. The function you copied from my code just returns a random integer in range [min,max]. Question 13.16
2. So am I.

X9 is a C library, not a C++ library, so for those working with C it might be a good option.
I have no experience with the libraries you mentioned so I can't comment on how they compare to mine.

DF

 

[Daniel Duffy]

book on pthreads

PThreads Programming

Chapter 1. Why Threads? In this chapter: What Are Pthreads? Potential Parallelism Specifying Potential Parallelism in a Concurrent Programming Environment Parallel vs. Concurrent Programming Synchronization Who Am I? Who Are … - Selection from PThreads Programming [Book]

www.oreilly.com

 

[Daniel Duffy]

http://www.diva-portal.org/smash/get/diva2:944063/FULLTEXT02