Tuesday, 4 January 2011

Low latency systems in .NET

Not new, but since i'm currently in a low latency mood ;-)

Back to june 2009, Rapid Addition, one of the leading supplier of front office messaging components to the global financial services industry, published a white paper with Microsoft on how to build ultra-low latency FIX engine with 3.5 .NET framework...

Their whitepaper (and RA Generation Zero framework) mostly indicates how to prevent from having gen2 garbage collection.

I really like their description of a managed low latency system with a startup phase (with memory resource pooling preallocation), a forced full GC phase, then a continuous operation phase for our low latency systems (where we avoid to cause garbage collection by using and recycling resource pools).

According to me, this white paper demonstrates that Rapid Addition really know what they are talking about.

In another press communication, they have said that their FIX engine breaks the 10 micro seconds average latency with a 12,000 messages/second throughput (still with the 3.5 .NET framework based solution).

Very informative.

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