Aeron VS Disruptor-cpp

Semi-related is the Aeron project: https://github.com/real-logic/aeron

Look into Aeron for examples of high performance UDP message sending. We use it for high performance audio messaging, and I previously used it in high frequency trading https://github.com/real-logic/aeron. It is written in Java/C, but the general concepts of back pressure and reliable delivery over UDP are well documented.

Yup the Disruptor paper actually shocked the industry a bit, b/c it was so out of place. BTW, Martin Thompson went on improving the Disruptor, and the result is the Aeron Protocol: https://github.com/real-logic/aeron

I was about to suggest Chronicle, but it looks like they have gone closed-source. The older version is still interesting to look through though. Aeron / Disruptor / SBE are good projects for inspiration as well.

Java: In the past years C++ in finance has been rapidly supplanted by Java thanks to breakthrough technologies in the past decade like LMAX Disruptor, Chronicle Queue, Azul JVM, and Aeron (not the ergonomic chair, but this one, the transport protocol that breaks kafka performance records out of the park - not really a full kafka replacement, as Kafka enforces subscriber GD and aeron is more of an OSI layer 4 better than TCP; google "Best-effort delivery vs reliable delivery"). There's plenty more but thanks to these technologies, they allowed a Java based stack to perform the latency and throughput requirements needed for high frequency trading/HFT. From top trading firms like Two Sigma to the New York Stock Exchange, they're in Java. For banks, large modern western banks worth their salt and have modernized their systems are dominated by Java, especially thanks to Azul. To list a few banks, ING, Wells Fargo, Credit Suisse, and Barclays are all in Azul. Even at work Java still dominates.

https://github.com/real-logic/Aeron/wiki/Performance-Testing https://github.com/real-logic/benchmarks

If low latency / performance is important then something like aeron: https://github.com/real-logic/aeron or the disruptor pattern: https://github.com/Abc-Arbitrage/Disruptor-cpp are good options. Aeron supports network message but requires a driver to be running on the system even for IPC. Disruptor is thread to thread messaging only and doesn't need drivers etc - just a normal library.

Oh boy, if that's really what you're going for, you're talking low microseconds, anything slower and you'll be losing money. Also, you have to make sure the GC never triggers. Maybe look at something like Aeron

If low latency / performance is important then something like aeron: https://github.com/real-logic/aeron or the disruptor pattern: https://github.com/Abc-Arbitrage/Disruptor-cpp are good options. Aeron supports network message but requires a driver to be running on the system even for IPC. Disruptor is thread to thread messaging only and doesn't need drivers etc - just a normal library.