High frequency trading optimizations at Pinely - Mikhail Matrosov

High frequency trading is one of the fields where there is no real alternative to C++. When every nanosecond matters, you absolutely need a tool which can squeeze everything from your hardware. At Pinely we use a lot of optimization techniques, specialized data structures, tailor-made solutions and clever approaches to build a cutting-edge trading system which consistently wins the intense competition across many markets. In this talk I will share some of them, namely: The actual cost of “cheap” move operations and how to avoid them Efficient in-place string editing and scatter/gather IO Cache line alignment and false sharing IndexedPointer: an index/pointer hybrid ExchangeQueue: N producers to M consumers pattern which allows for scalable high-throughput orders placement About Mikhail Matrosov Mikhail is a seasoned C++ developer with over 15 years of experience across various domains. He is currently developing a high-frequency trading system at Pinely using cutting-edge technologies. Previously, he created a 3D CAD system for orthodontic aligners at Align Technology and worked on image processing and computer vision at Moscow State University. A frequent speaker at conferences like NDC TechTown, using std::cpp, CppCon and C++ Russia, Mikhail co-authored the popular course "Fundamentals of C++ Development" with Yandex. He has also taught at the Faculty of Computer Science at the Higher School of Economics in Moscow.