MOM^sharedMem ring buffer^UDP : mkt-data transmission

I feel in most environments, the MOM design is most robust, relying on a reliable middleware. However, latency sensitive trading systems won’t tolerate the additional latency and see it as unnecessary.

Gregory (ICE) told me about his home-grown simple ring buffer in shared memory. He used a circular byte array. Message boundary is embedded in the payload. When the producer finishes writing to the buffer, it puts some marker to indicate end of data. Greg said the consumer is slower, so he makes it a (periodic) polling reader. When consumer encounters the marker it would stop reading. I told Gregory we need some synchronization. Greg said it’s trivial. Here are my tentative ideas —

Design 1 — every time the producer or the consumer starts it would acquire a lock. Coarse-grained locking

But when the consumer is chipping away at head of the queue, the producer can simultaneously write to the tail, so here’s

Design 2 — the latest message being written is “invisible” to the consumer. Producer keeps the marker unchanged while adding data to the tail of queue. When it has nothing more to write, it moves the marker by updating it.

The marker can be a lock-protected integer representing the index of the last byte written.

No need to worry about buffer capacity, or a very slow consumer.

MOM UDP multicast or TCP or UDS shared_mem
how many processes 3-tier 2-tier 2-tier
1-to-many distribution easy easiest doable
intermediate storage yes tiny. The socket buffer can be 256MB yes
producer data burst supported message loss is common in such a situation supported
async? yes yes, since the receiver must poll or be notified I think the receiver must poll or be notified
additional latency yes yes minimal
Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s