Chapter 7: HFT Optimization – Logging, Performance, and Networking

In the previous chapter, we investigated a lot of lower-level HFT optimization tasks and optimization tips and techniques. In this chapter, we will continue the discussion and look at more topics in HFT optimization. The focus here will be on kernel and user space operations and optimizations related to them. We will also explore kernel bypass as well as optimization topics related to networking, logging, and measuring performance.

Some of the operations and constructs that we will discuss will be memory, disk, and network access operations at the operating system (OS) and server hardware levels and network architectures between data centers in different physical locations (microwave/fiber options). We will also discuss topics related to logging and statistical metrics around real-time performance measurement. Including the topics covered in the last chapter, by the end of this chapter, you will have a very...