High frequency trading optimizations at Pinely || C++ MeetUP

​High frequency trading is one of the fields where there is no real alternative to C++. When every nanosecond matters, you absolutely need a tool which can squeeze everything from your hardware.

​

​At Pinely we use a lot of optimization techniques, specialized data structures, tailor-made solutions and clever approaches to build a cutting-edge trading system which consistently wins the intense competition across many markets.

​In this talk I will share some of them:

​🟢 The actual cost of “cheap” move operations and how to avoid them

​🟢 Efficient in-place string editing and scatter/gather IO

​🟢 Cache line alignment and false sharing

​🟢 IndexedPointer: an index/pointer hybrid

​🟢 ExchangeQueue: N producers to M consumers pattern which allows for scalable high-throughput orders placement

​

​📍 Place: Pinely Office, Amsterdam Zuid

​🟢 Timing

​Doors open: 18:00

​Drinks & Snacks: 18:00 – 18:30

​Talk: 18:40 – 20:10

​Discussion: 20:10 – 20:40

​Afterparty: 20:40

​🎤Speaker

​High frequency trading optimizations at Pinely || Mikhail Matrosov, Tech Lead, Pinely