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Technical Itch

Wednesday, 5 August 2015. I have been working on a small tool to measure the effects of system jitter within a JVM; it is a very simple app that measures inter-thread latencies. The tool's primary purpose is to demonstrate the use of linux performance tools such as perf events and ftrace in finding causes of latency. Where was this mysterious extra 50us latency coming from? In exasperation, I enabled GC logging for the application. Previously, I had not done this as I knew that the application did no...

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Technical Itch | epickrram.blogspot.com Reviews

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Wednesday, 5 August 2015. I have been working on a small tool to measure the effects of system jitter within a JVM; it is a very simple app that measures inter-thread latencies. The tool's primary purpose is to demonstrate the use of linux performance tools such as perf events and ftrace in finding causes of latency. Where was this mysterious extra 50us latency coming from? In exasperation, I enabled GC logging for the application. Previously, I had not done this as I knew that the application did no...

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Technical Itch | epickrram.blogspot.com Reviews

https://epickrram.blogspot.com

Wednesday, 5 August 2015. I have been working on a small tool to measure the effects of system jitter within a JVM; it is a very simple app that measures inter-thread latencies. The tool's primary purpose is to demonstrate the use of linux performance tools such as perf events and ftrace in finding causes of latency. Where was this mysterious extra 50us latency coming from? In exasperation, I enabled GC logging for the application. Previously, I had not done this as I knew that the application did no...

INTERNAL PAGES

epickrram.blogspot.com

1

Technical Itch: December 2013

http://www.epickrram.blogspot.com/2013_12_01_archive.html

Monday, 30 December 2013. I recently came across a nice example of Oracle's Hotspot JVM using escape analysis in order to perform stack allocation, rather than heap allocation. I'm sure that in many codebases across the planet, the following code fragments are familiar territory:. When trying to write garbage-free, or low-garbage code (as we do at LMAX. It is necessary to think about any code that may allocate unnecessary objects. Every invocation of the dispatchEvent. To inspect the dispatchEvent. Total...

2

Technical Itch: May 2014

http://www.epickrram.blogspot.com/2014_05_01_archive.html

Monday, 12 May 2014. Performance Testing at LMAX (Part One). Typically, we will see total message rates from our market-makers at between 1,000 and 2,000 messages per second, these rates can however spike up to around 10,000 messages per second during times of high market volatility, or during market announcements. At these message rates, our mean latency is currently 200-300 microseconds. Many financial institutions communicate with each other using the FIX Protocol. A typical FIX transaction. The messa...

3

Technical Itch: JAX Finance talks

http://www.epickrram.blogspot.com/2015/04/jax-finance-talks.html

Friday, 24 April 2015. My colleague Sam and I will be talking at JAX Finance next week (28th/29th April). I'll be doing a talk with Vijay from Azul on our experiences at LMAX with deploying Zing to production. In the talk, we'll discuss how to go about making such a change in a safe manner, some of the internals of Zing, and lessons learned along the way. If you're attending the conference, please come and speak to us - we'll be happy to talk about work and technology at LMAX Exchange.

4

Technical Itch: Improving journalling latency

http://www.epickrram.blogspot.com/2015/05/improving-journalling-latency.html

Friday, 15 May 2015. For the last few months at LMAX Exchange, we've been working on building out our next generation platform. Every few years we refresh our hardware and upgrade the machines that run our systems, and this time we decided to have a look at upgrading the operating system at the same time. In my next few posts, I will be describing our experiences of doing this, and lessons we've learned along the way. Recap - LMAX Exchange Architecture. Inputs to our exchange arrive either from market ma...

5

Technical Itch: January 2014

http://www.epickrram.blogspot.com/2014_01_01_archive.html

Wednesday, 22 January 2014. The cost of Exception construction. In my job at LMAX. Exchange, I often come across performance problems that have non-obvious causes, or that do not readily show up in an execution profiler. This post describes a one-line change that had a significant effect on one of our key business metrics. In order to ignore these messages, we were inspecting every incoming order placement message and bailing out early if the possible-duplicate flag was set. We are currently using th...

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Technical Itch

Wednesday, 5 August 2015. I have been working on a small tool to measure the effects of system jitter within a JVM; it is a very simple app that measures inter-thread latencies. The tool's primary purpose is to demonstrate the use of linux performance tools such as perf events and ftrace in finding causes of latency. Where was this mysterious extra 50us latency coming from? In exasperation, I enabled GC logging for the application. Previously, I had not done this as I knew that the application did no...

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