Release 0.9.1

2023-01-12

This release was primarily about analysing tick-to-trade latencies:

Part of the analysis included code review and some optimizations.

Optimizations

Many parts of the code has been updated

  • Compiler settings

    • -O3 (was -O2)

    • Broadwell architecture (was Haswell)

  • Review code to make processing more L1 cache friendly

    • SPSC/SPMC queues

    • IPC messaging format

    • FIX message encoding

  • Libevent’s support for re-usable buffers.

  • Experimental support to prioritize client requests ahead of incoming socket data.

CHANGELOG

Milestone on GitHub.

Added

Changed

  • Latency review (Server) (#309).

Fixed

Other