How to improve performance of FeedHandler

[hzadonis]

Hi, Masters:

  I have a FeedHandler running at Windows10 and written by C++. But I found it's performance is poor, especially more than 3000 Stocks realtime data be fed.

  I read the "C++ Feed Handler Whitepaper" doc, the DLL and socketpair were introduced to improve performance.

  Before I kick off a new trip, I have some questions and very appreciate for your advice:

       1. How the performance will be for DLL?

       2. How to implement the socketpair function at Windows platform?

       3. Do you think CUDA technology can be helpful in this case?

Best Regards

Zheng

[Flying]

First of all, you haven't described what exactly was slow when you observed poor performance.Without such crucial information, there won't be any "solution" since you might end up optimizing things that weren't slow in the first place.

Secondly, nobody can tell you what a DLL's performance will be without any knowledge on what your DLL does. Similarly, nobody can tell you if CUDA will help, since there is no description on the actual operations.

For socket pair, you might want to take a look at this project: https://github.com/ncm/selectable-socketpair/

[hzadonis]

Hi, Flying:

  Thank you.

  After investigate the code, I guess the poor performance was caused by no multithread. So, I'm about to enhance it from this field. Execuse me for no experience at coding a high performance Feed Handler, I have to try and see again and again.

  For CUDA part, I think it should be no helpful. Anyway, I'm very appreciate for any suggestion.

Regards

在 2018年11月28日星期三 UTC+8下午3:39:00，Flying写道：

First of all, you haven't described what exactly was slow when you observed poor performance.Without such crucial information, there won't be any "solution" since you might end up optimizing things that weren't slow in the first place.

Secondly, nobody can tell you what a DLL's performance will be without any knowledge on what your DLL does. Similarly, nobody can tell you if CUDA will help, since there is no description on the actual operations.

For socket pair, you might want to take a look at this project: https://github.com/ncm/selectable-socketpair/