A playground to implement common market protocols This is a toy project that is not intended to be used in production
Look inside build_tools.txt
probably the latest clang and cmake
./build
./build target
./run target -- target_args
./run ouch_stats -- OUCHLMM2.incoming.packets
./run --watch ouch_stats -- OUCHLMM2.incoming.packets
./test
I want to write a bunch of transform binaries that can process common market protocols
I would them pipe them together through various interfaces
like files, pipes, socket, share memory, etc
I want to measure the latency impact of these pipelines
by comparing them to self-contained processes
- file
- file io benchmarks
- udp socket reader/writer
- multicast socket reader/writer
- pipes reader/writer
- shm reader/writer
- stats
- filters
- symbol filter
- time filter
- message type filter
- common filtering api
- to json
- order summary
- order blotter
- detect if in piple
- isatty
- change default args for input base on that
- call shared library parser from python
- implement read ouch protocol
- synthetic data generator
- change reinterpret_cast to bit_cast
- find a good arg parsing lib
My use of this is purely ideological
I could have opted for a reader base class and use inheritance
I also could have done the same with CRTP allowing me to not have a vtable indirection
The main idea here is that I didn't want to use reference semantics and variants allow me to do that
But value semantics don't really make sense for reader or writer objects since they own ressources
But I can use variant with move semantics so it works
Making pipelines is probably the worst idea in low latency applications but might be good for throughput
I don't recommend doing this but it's a fun idea to test
Once again it's purely ideological since I like the unix philosophy