initial stats: crossbeam 2 channels, btree for order storage, 100ms for ui update, default allocator. (cargo debug, not release)
Round-trip Latency: ~2-10ms
Core Latency:
50us for Orders/sec: 700, Trades/sec: 700
50us for Orders/sec: 7000, Trades/sec: 7000
150us for Orders/sec: 70000, Trades/sec: 70000
✅after replacing btree with sorted vec + binary search to improve cache locality
Core Latency:
~20-30us with 70us spikes for O/s: 70000 (same for 700, 7000)
~300us for O/s: 350000
❌an attempt to reduce lock contention
separate book copy for ui increased latency to 1000us
❌an attempt to pin the order processor thread to a single CPU core
regression ~150us for 700 O/s
❌an attempt to replace Vec<Order> with VecDeque<Order>
lower stability, higher spikes
❌an attempt to use an arena allocator (bumpalo)
didn't help or regressed. seems default allocations already extremely optimized and we have enough memory in user-space
or maybe we have to allocate a lot of memory manually?
❌an attempt to replace orders.remove(0) with virtual head_index
regression 300us -> 1000us with spikes up to 5000
seems .drain() is less optimized or smth
✅replaced SystemTime::now() for id generation with AtomicU64
~100-200us with spikes up to 500us
(so it was ~300us before)
✅ replaced Vec::new() with reusable global mut trade_buffer to reduce allocations in the hot path
still ~100-200us but now there are lots of dips to 30-60us (tho still spikes up to 500us)
FINAL
✅UI update interval set to 5s to test lock contention hypothesis
~15-50µs with occasional spikes up to ~300µs for O/s: 350,000.
have to try again a separate ui channel ig but lazy
maximum O/s ~600k - maybe have to optimize structures further
but a production build ~4000us ???
TODO: maybe have to replace SystemTime::now
soooo... next level would be programming FPGA (wanted to buy 20$ Tang Nano 9K or smth to test it)
really interested in it woah!!!
if you wanna compile it yourself or add more features:
you need rust, nodejs and pnpm (also c++ build tools and webview support for tauri)
stack: vuejs + rust + tauri
pnpm dev # run everything
pnpm build # or prod build