qtradr

Collection of libs and tools for low latency applications

About

This repo is a mix of documentation and implementation.

It is a cmake project with dependencies defined in .cmake

To build the project:

cd qtradr
mkdir .build-release && cd .build-release
cmake .. && make -j8
ctest .

We also have benchmark tests, build and run it based on the need. All benchmark tests in the repo have *.bt.cpp extension.

Plan for coding

• Network

  • UDP Server
  • UDP Client
  • TCP Server
  • TCP Client
  • Multicast send
  • Multicast recv
  • Tls Client (OpenSSL)
  • broadcast
  • broadcast
  • HTTP Client
  • WebSocket Client
  • RestAPI Client

• Multiplexing

  • select vs. poll vs. epoll
  • epoll
  • io_uring

• Concurrency

  • Spinlock
  • Lock free bounded queue SPSC
  • Lock free bounded queue MPMC
  • Lock free unbounded queue SPSC
  • Lock free queue MPSC
  • Lock free queue SPMC
  • Lock free stack SPSC
  • POSIX Thread pool with affinity

• Memory

  • arena allocator
  • stack allocator
  • slab allocator
  • buddy allocator
  • fixed-size blocks allocator
  • ...

• IPC

  • Shared memory
  • Signal

• Timer

  • clock
  • watchdog

• OS (bash script with all linux config related setup)

  • CPU isolation
  • memory configuration
  • CPU set fix clock speed
  • ... other OS level optimization

• CI

  • Latency profile
  • Jitter stats
  • address sanitiser
  • thread sanitiser
  • unit tests
  • behave tests

• misc

  • Config
  • low latency logger

• Trading

  • OrderBook
  • Exchange protocol
    • Coinbase

Useful links

• Cpp reference
• Godbolt
• Compiler flags
• LLVM
• Toml

Libs

• Benchmark
• GTest
• OpenSSL
• onload
• behave

Tools

• valgrind
• perf
• strace
• tcpdump
• Clang-format

Network

• UDP
• TCP
• IP
• WebSocket
• HTTP