#undef NDEBUG before including assert.h

#undef NDEBUG
#include <assert.h>

If you include the header before the undef, then the undef has no effect!

You need this technique if the build system permanently, brutally defines NDEBUG and tries to kill all asserts.


c++^java..how relevant ] 20Y@@

See [17] j^c++^c# churn/stability…

C++ has survived more than one wave of technology churn. It has lost market share time and time again, but hasn’t /bowed out/. I feel SQL, Unix and shell-scripting are similar survivors.

C++ is by far the most difficult languages to use and learn. (You can learn it in 6 months but likely very superficial.) Yet many companies still pick it instead of java, python, ruby — sign of strength.

C is low-level. C++ usage can be equally low-level, but c++ is more complicated than C.

convert a recursive algo to iterative #inOrderWalk

Suppose you have just one function being called recursively. (2-function scenario is similar.) Say it has 5 parameters. Create a struct named FRAME (having 5 fields + possibly a field for lineNo/instructionPointer.)

Maintain a stack holding the Frame instances. Each time the recursive algorithm adds to the call stack, we add to our stack too.

Wiki page on inorder tree walk  has very concise recursive/iterative algos. https://github.com/tiger40490/repo1/blob/py1/py/tree/iterative_InOrderWalk.py is my own attempt that’s not so simple. Some lessons:

  • Differentiate between popping vs peeking the top.
  • For a given node, popping and printing generally happen at different times without any clear pattern.
    • the sequence of pop() is probably a pre-order tree walk
    • the sequence of print is an in-order tree walk

NxN matrix: graph@N nodes #IV

Simon Ma of CVA team showed me this simple technique.

https://github.com/tiger40490/repo1/blob/cpp1/cpp1/miscIVQ/tokenLinked_Friend.cpp is my first usage of it.

  • I only needed half of all matrix cells (excluding the diagonal cells) because relationships are bilateral.
  • Otherwise, if graph edges are directed, then we need all (N-1)(N-1) cells since A->B is not same as B->A.


churn !! bad ] mktData #socket,FIX,.. unexpected!

I feel the technology churn is remarkably low.

New low-level latency techniques are coming up frequently, but these topics are actually “shallow” and low complexity to the app developer.

  • epoll replacing select()? yes churn, but much less tragic than the stories with swing, perl, structs
  • most of the interview topics are unchanging
  • concurrency? not always needed. If needed, then often fairly simple.

## optimize code for instruction cache: few tips

I don’t see any ground-breaking suggestions. I think only very hot functions (confirmed by oprofile + cachegrind) requires such micro-optimization.

I like the function^code based fragmentation framework on https://www.eetimes.com/document.asp?doc_id=1275472 (3 parts)

  • inline: footprint+perf can backfire. Can be classified as embedding
  • use table lookup to replace “if” ladder — minimize jumps
  • branching — refactor a lengthy-n-cold (not “hot”) code chunk out to a function, so 99% of the time the instruction cache (esp. the pre-fetch flavor) doesn’t load a big chunk of cold stuff.
    • this is the opposite of embedding !
  • Trim the executable footprint. Reduce code bloat due to inlining and templates?
  • loop unrolling to minimize jumps. I think this is practical and time-honored — at aggressive optimization levels some compilers actually perform loop unrolling!
  • Use array (anything contiguous) instead of linked list or maps??

https://software.intel.com/en-us/blogs/2014/11/17/split-huge-function-if-called-by-loop-for-best-utilizing-instruction-cache is a 2014 Intel paper — split huge function if it’s invoked in a loop.


reinterpret_cast^memcpy: raw mktData parsing

Raw market data input comes in as array of unsigned chars. I “reinterpret_cast” it to a pointer to a TradeMsgStruct before looking up each field in the struct.

Now I think this is the fastest solution. Zero-cost at runtime.

As an alternative, memcpy is also popular but it requires bitwise copy. It also may require allocating a tmp variable.

order routing inside an exchange #Nsdq

A major stock exchange’s job spec mentions that the exchange actually runs an internal SOR.

I thought only trading houses maintain SOR. Now I know that when an order (probably a market order) hits a stock exchange NDQ, NDQ may need to route it somewhere else. My friend Alan said all 13 U.S. exchange receive a live NBBO feed. Based on that, ABC can “forward” the order to the “best” venue.