I'm excited to share a deep-dive into my latest project: a lock-free ring buffer implemented in modern C++17, designed specifically for the ultra-low latency demands of high-frequency trading and real-time financial systems.
Why This Matters
In domains like HFT, microseconds — even nanoseconds — translate directly into competitive trades. Efficient, predictable inter-thread communication is foundational.
Traditional mutex-based queues introduce blocking and jitter; I engineered a robust Single Producer Single Consumer (SPSC) queue using atomic operations to eliminate locks while maintaining correctness.
Engineering Highlights
Lock-Free Concurrency: Used C++ std::atomic with acquire-release semantics for lockless synchronization.
Cache Optimization: Employed cache line alignment, power-of-two sizing for efficient wrap-arounds.
Platform Controls: Used thread pinning, priority elevation, and memory prefaulting to minimize OS jitter and avoid page faults.
Benchmarking: Developed a comprehensive suite capturing latency percentiles (50th to 99.99th) and stress tested beyond a billion messages.
Results
Achieved over 111 million operations per second with sub-10 nanosecond average latency, and a 94% reduction in tail latency through focused platform optimizations.
What's Next
Exploring NUMA-aware memory allocations, batching strategies, and kernel bypass networking like DPDK for even better performance.
Get Involved
The project is fully open source with detailed documentation and reproducible builds via CMake.
Check out the repo: [https://github.com/cale-cmd/ultra-low-latency-ring-buffer]
Would love your feedback and collaboration!
Top comments (1)
Damn, Lakshya that's really top notch👌👌