Matt Hurd

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Matt Hurd

Matt Hurd

@sumohurd

Integrating high-level trading and low-level latency. I don't know the answers as I struggle to find the right questions...

Huonville, Tasmania Beigetreten Mart 2012
1.4K Folgt2K Follower
Matt Hurd
Matt Hurd@sumohurd·
msvc has a candidate fix in Visual Studio 2019 version 16.10 Preview 2. impressively quick turnaround. developercommunity.visualstudio.com/t/parameter-pa… gcc has ack'd the codegen problem #cpp #cpp20
Matt Hurd@sumohurd

Three compilers, three different results. godbolt.org/z/cEoYrn4T8 Bugs filed for msvc and gcc after .@zygoloid clarification: gcc.gnu.org/bugzilla/show_… msvc gets it right without the auto param with an explicit template pack expansion. icc/edg, clang, & msvc agree #cpp20 #cpp

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Matt Hurd
Matt Hurd@sumohurd·
@ChrisWooldridge @mattgodbolt @Usborne Zaks wrote a lot on the topic, but I had a hard time liking the Z80 with its nonorthogonal I/O as a wee kid. The lack of beauty horrified me :P I grew up with 6502, 68000, PDP-11 assembler before eventually relenting to the 8088 dark-side. Stuck to BASIC on CP/M machines
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https://mastodon.social/@vitaut
How does one detect if bool contains an invalid value (something other than 1 or 0)? Asking for a friend.
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Larry Tabb
Larry Tabb@ltabb·
New news on the HFT front. Building new trading logic into chip via ASIC This Startup Is Building a Chip to Save Traders Vital Microseconds bloomberg.com/news/articles/…
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Mike Nicholls
Mike Nicholls@Mikenicholls88·
Is there a German word for a trip to Bunnings where you don't find anything you need?
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Matt Hurd
Matt Hurd@sumohurd·
@aosipovich HFTs are often approached to subsidise expensive LEO satellite services which *increase* latency 🤕
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Alexander Osipovich
Alexander Osipovich@aosipovich·
Not an April Fools joke! HFTs are exploring the use of low Earth orbit satellites for sending data over trans-continantal routes. Will space be the final frontier of the low-latency arms race? wsj.com/articles/high-…
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Joe Saluzzi
Joe Saluzzi@JoeSaluzzi·
Interesting notice from Cboe warning their members not to submit "partial message packets for the purpose of seeking to reduce latency". cdn.cboe.com/resources/regu…
Joe Saluzzi tweet media
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experquisite
experquisite@experquisite·
@AlgoTrdr @sumohurd @JoeSaluzzi One thing people sometimes do/did is start streaming out an order packet and if they contemporaneously decided to abort the order they spoil the Ethernet CRC at the end. Same class of shenanigans.
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Matt Hurd
Matt Hurd@sumohurd·
@AlgoTrdr @JoeSaluzzi Mostly. Just a TCP header would likely be an ill formed pkt unless the ex supports IP fragments - some do - most don't. Sending two pkts each with a tcp header to form a complete ord message depending on the ord msg header component may help. OOO TCP - tail first - can also work
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Matt Hurd
Matt Hurd@sumohurd·
@experquisite @PaulWestmontUsa @AlgoTrdr @JoeSaluzzi Pkt invalidation used to be hidden as most ex's didn't monitor data link layer errors, but some ex's now get annoyed by this due to better logging. FIFO ts determinism lowers ord jitter => inbound latency more critical & pkt fragments create complexity & possible errs
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