Matt Hurd

Integrating high-level trading and low-level latency. I don't know the answers as I struggle to find the right questions...

[Matt Hurd @sumohurd]

@AlexanderGerko mc

[Matt Hurd @sumohurd]

msvc has a candidate fix in Visual Studio 2019 version 16.10 Preview 2. impressively quick turnaround. https://t.co/g39hGvp5ky

gcc has ack'd the codegen problem
#cpp #cpp20

[Matt Hurd @sumohurd]

Three compilers, three different results. https://t.co/zq5jivmex4

Bugs filed for msvc and gcc after .@zygoloid clarification: https://t.co/lNfkS5d583

msvc gets it right without the auto param with an explicit template pack expansion. icc/edg, clang, & msvc agree

#cpp20 #cpp

[Matt Hurd @sumohurd]

@scottnewham @ChrisWooldridge @mattgodbolt @Usborne Scott, the master of the MicroBee 🐝🙂. Did any MicroBees sell outside the land of Oz?

[Matt Hurd @sumohurd]

@ChrisWooldridge @mattgodbolt @Usborne Love that :-)

[Matt Hurd @sumohurd]

@ChrisWooldridge @mattgodbolt @Usborne Zaks wrote a lot on the topic, but I had a hard time liking the Z80 with its nonorthogonal I/O as a wee kid. The lack of beauty horrified me :P I grew up with 6502, 68000, PDP-11 assembler before eventually relenting to the 8088 dark-side. Stuck to BASIC on CP/M machines

[Matt Hurd @sumohurd]

@jfbastien @BarryRevzin @vzverovich @CppSage @shafikyaghmour 9 "cases" in ieee std_logic: https://t.co/UPXOvrAWla

[Matt Hurd @sumohurd]

@vzverovich @Cor3ntin !!

[Matt Hurd @sumohurd]

@mechmarkets @TradingDutchman @ltabb @kmcpartland Most of the latency is in the serdes whether it be an ASIC or FPGA. Building a better serdes is hard...

[Matt Hurd @sumohurd]

Three compilers, three different results. https://t.co/zq5jivmex4

Bugs filed for msvc and gcc after .@zygoloid clarification: https://t.co/lNfkS5d583

msvc gets it right without the auto param with an explicit template pack expansion. icc/edg, clang, & msvc agree

#cpp20 #cpp

[Matt Hurd @sumohurd]

@__phantomderp Perhaps not reddit approved on r/cpp?
Below + godbolt:
https://t.co/dor8dtCBzN

[Matt Hurd @sumohurd]

@__phantomderp Fun compiler bugs: https://t.co/D8VPLyb26Z

[Matt Hurd @sumohurd]

Cursed c++. Look ma, no commas... and enough space to compile 😐

https://t.co/IymDfuh2Wl

[Matt Hurd @sumohurd]

@Mikenicholls88 German proverb: Dienst ist Dienst und Schnaps ist Schnaps

[Matt Hurd @sumohurd]

@aosipovich HFTs are often approached to subsidise expensive LEO satellite services which *increase* latency 🤕

[Matt Hurd @sumohurd]

@AlgoTrdr @experquisite @JoeSaluzzi As long as it represents a proper intention to trade, otherwise you're in dangerous territory

[Matt Hurd @sumohurd]

@experquisite @AlgoTrdr @JoeSaluzzi AFAIK Nomura at JPX (nee TSE) were the first I know of to do this. ~2.3us back then which is v slow by today's standards

[Matt Hurd @sumohurd]

@AlgoTrdr @JoeSaluzzi Mostly. Just a TCP header would likely be an ill formed pkt unless the ex supports IP fragments - some do - most don't. Sending two pkts each with a tcp header to form a complete ord message depending on the ord msg header component may help. OOO TCP - tail first - can also work

[Matt Hurd @sumohurd]

@experquisite @PaulWestmontUsa @AlgoTrdr @JoeSaluzzi Pkt invalidation used to be hidden as most ex's didn't monitor data link layer errors, but some ex's now get annoyed by this due to better logging. FIFO ts determinism lowers ord jitter => inbound latency more critical & pkt fragments create complexity & possible errs