Removing runtime decisions

As C++ is a compiled language, it can optimize the source code during the compilation process and generate machine code with as much code and data resolved at compile time. In this section, we will look at the motivation for removing runtime decisions, consider some C++ constructs that are resolved at runtime, and see how an ultra-low latency HFT application tries to minimize or substitute runtime decisions.

Motivation for removing runtime decisions

The more code that lies on the critical path and can be resolved at compile time (instead of being resolved at runtime), the better the application performance – a key element in optimizing HFT applications. Here we discuss the advantages obtained by the compiler, CPUs, and memory architecture in terms of performance when the application has minimal runtime decisions and most of the code can be resolved at compile time.

Compiler optimizations

If the compiler can resolve the source and constant...