Learning about memory-mapped files
In this section, we will discuss memory-mapped files, which are a neat abstraction that most modern OSs provide and have some benefits in terms of ease of use, ease of sharing between threads and/or processes, and performance compared to regular files. Due to their improved performance, they are used in HFT ecosystems, which we will discuss in the Applications of memory-mapped files section, after we investigate what they are and their benefits and drawbacks.
What are memory-mapped files?
A memory-mapped file is a mirror of a portion (or all) of a file on disk that is held in virtual memory. It has a byte-for-byte mapping in virtual memory corresponding to a file on disk, or a device, or shared memory, or anything that can be referenced through a file descriptor in UNIX/Linux-based OSs. Due to the mapping between the physical file and the memory space associated with it, it allows applications consisting of multiple threads/processes to read...
