Erik Rigtorp

Posts

2021-12-13 Optimizing a ring buffer for throughput
2020-10-08 Using huge pages on Linux
2020-09-21 Fuzzing floating point code
2020-09-18 Generating std::ostream &operator<< for C++ enums and structs using libClang
2020-08-10 Tips for using the sockets API
2020-07-13 Uses of immediately invoked function expressions (IIFE) in C++
2020-07-09 Latency implications of virtual memory
2020-06-06 Aligned AVX loads and stores are atomic
2020-04-25 Correctly implementing a spinlock in C++
2020-03-25 Low latency tuning guide
2020-01-16 Performance impact of split locks
2019-09-22 C++ Best Practices
2013-06-08 Estimating order queue position
2012-11-22 Designing a high performance market data feed handler
2011-01-01 Efficient rolling statistics with NumPy
2009-11-20 Erlang Latency Guide

Live lock-free or die deadlocked!

Awesome Lock-Free - A collection of resources on wait-free and lock-free programming.
MPMCQueue - A bounded multi-producer multi-consumer lock-free queue written in C++11.
SPSCQueue - A bounded single-producer single-consumer wait-free and lock-free queue written in C++11.
Seqlock - An implementation of Seqlock in C++11.

Programming in C++

Awesome Modern C++ - A collection of resources on modern C++.
C++ Best Practices - My short page on C++ best practices.
HashMap - An open addressing linear probing hash table, tuned for delete heavy workloads.
spartan - A collection of High-Frequency trading components.
udpreplay - Replay UDP packets from a pcap file.
ipc-bench - Latency benchmarks of Unix IPC mechanisms.

Other

FIX protocol reference - Reference of for the FIX protocol.