低延迟编程 [英] Low latency programming

问题描述

我已经阅读了很多有关低延迟金融系统的信息(尤其是自从著名的公司间谍案以来)，从那时起，我就一直在思考低延迟系统的想法.有上百万个应用程序可以使用这些人正在做的事情，所以我想了解更多有关该主题的信息.问题是我找不到关于该主题的任何有价值的东西.有人可以推荐低延迟系统上的书籍，网站和示例吗?

I've been reading a lot about low latency financial systems (especially since the famous case of corporate espionage) and the idea of low latency systems has been in my mind ever since. There are a million applications that can use what these guys are doing, so I would like to learn more about the topic. The thing is I cannot find anything valuable about the topic. Can anybody recommend books, sites, examples on low latency systems?

推荐答案

我在一家金融公司工作，该公司生产低延迟软件，可直接与交易所进行通信(用于提交交易和流价格).目前，我们主要使用Java开发.虽然低延迟方面不是我直接从事的领域，但我对所需的技能有一个清晰的了解，我认为其中应包括以下内容:

I work for a financial company that produces low latency software for communication directly with exchanges (for submitting trades and streaming prices). We currently develop primarily in Java. Whilst the low latency side isn't an area I work in directly I have a fair idea of the skillset required, which would include the following in my opinion:

• 对Java内存模型和避免不必要的垃圾收集(例如，对象池)的技术的详细了解.在传统的OO环境中，使用的某些技术通常被视为反模式".
• 有关TCP/IP和UDP多播的详细知识，包括用于调试和测量延迟的实用程序(例如Solaris上的DTrace).
• 具有分析应用程序的经验.
• 具有java.nio软件包的知识，具有开发基于NIO的可伸缩服务器应用程序的经验，具有设计有线协议的经验.另外请注意，我们通常避免使用框架和外部库(例如Google Protobuf)，而倾向于编写大量定制的代码.
• 有关FIX和商业FIX库的知识(例如Cameron FIX).

不幸的是，许多技能只能在工作中"开发，因为无法替代基于规范实现价格服务器或交易引擎所获得的经验.来自交易所或供应商.但是，还值得一提的是，我们公司至少倾向于不寻求在(或其他)利基市场中的特定经验，而宁愿雇用具有良好分析和解决问题技能的人员.

Unfortunately many of the skills can only be developed "on the job" as there's no substitute for the experience gained implementing a price server or trading engine based on a spec. from an exchange or vendor. However, it's also worth mentioning that our company at least tend not to look for specific experience in this (or other) niche areas, instead preferring to hire people with good analytical and problem solving skills.

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