Blog
Notes on low-latency C++, trading systems, and systems programming.
C++ C++23 Lock-Free Market Data Order Book Performance WebSocket
Building a Lock-Free SPSC Queue for Market Data
How I designed a single-producer single-consumer queue that achieves sub-100ns latency for streaming tick data - the design decisions, cache line considerations, and benchmarks.
C++Lock-FreeMarket DataPerformance
Reducing WebSocket Tick-to-Screen Latency in the Trading UI
The market data interface I built streams live order book updates over WebSocket. Here's how I tracked down a 3ms latency spike to a JSON serialisation bottleneck and fixed it.
WebSocketMarket DataPerformanceC++
Using std::flat_map for Order Book Price Levels in C++23
std::flat_map landed in C++23 and it's a significant win for price-keyed order book structures. Here's a practical comparison against std::map and a hand-rolled sorted vector approach.
C++23C++Order BookPerformance