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http://www.nytimes.com/2011/08/27/business/as-trade-volumes-soar-exchanges-cash-in.html
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http://www.bloomberg.com/news/2012-01-23/stock-trading-is-lowest-in-u-s-since-2008.html
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http://www.tabbgroup.com/PublicationDetail.aspx?PublicationID=346
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BuySell 50, $1260, $10 60, $11100, $11 30, $1030, $12
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BuySell 50, $1260, $10 60, $11100, $11 30, $1030, $12 Price: $10
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BuySell 60, $1110, $10 30, $10100, $11 30, $12 Price: $10
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BuySell 60, $1110, $10 30, $10100, $11 30, $12 Price: $10
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BuySell 50, $11100, $11 30, $1030, $12 Price: $10
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BuySell 50, $11100, $11 30, $1030, $12 Price: $11
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BuySell 30, $1050, $11 30, $12 Price: $11
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Not ValidatedValidatedProcessed Validator Processor
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MethodTime in msec Single Thread300 Single Thread w/ Lock10.000 2 Threads w/ Lock224.000 Single Thread w/ CAS5.700 2 Threads w/ CAS30.000 Single Thread w/ Volatile Write 4.700 http://disruptor.googlecode.com/files/Disruptor-1.0.pdf
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Queue (Lack of) Fairness Consumer Thread 1 Consumer Thread 2 60 50 BuySell 100
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Queue (Lack of) Fairness Consumer Thread 1 Consumer Thread 2 50 60 BuySell 100
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Queue (Lack of) Fairness Consumer Thread 1 Consumer Thread 2 BuySell 100 60 50 Can you tell which order will be executed 1 st ?
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Validator Processor
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Symbol=A-HSymbol=I-SSymbol=T-Z Validator Processor Processor thread pool per segment
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Single Processor thread pool, pick random segment Symbol=A-HSymbol=I-SSymbol=T-Z Processor
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Single processor thread per segment Symbol=A-HSymbol=I-SSymbol=T-Z Processor
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Shared thread pool, mark segments under processing (CAS) Segment 1Segment 2Segment 3 Processor Segment 1 Segment 2 Segment 3
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Shared thread pool, mark segments under processing (CAS) Segment 1Segment 2Segment 3 Processor Segment 1X Segment 2 Segment 3
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Shared thread pool, mark segments under processing (CAS) Segment 1Segment 2Segment 3 Processor Segment 1X Segment 2 Segment 3X
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Shared thread pool, mark segments under processing (CAS) Segment 1Segment 2Segment 3 Processor Segment 1 Segment 2 Segment 3X
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Segments are created and removed as needed Processor
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Segments are created and removed as needed “GOOG” Processor “GOOG”
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Segments are created and removed as needed “GOOG” Processor “GOOG”
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Segments are created and removed as needed “GOOG” Processor GOOG AAPL “AAPL”
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Segments are created and removed as needed “GOOG” Processor GOOGX AAPL AMZN “AAPL” “AMZN”
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