The latency arms race has seen trading firms co-locating applications closer to execution venues, investing low latency network and messaging infrastructure, and more recently starting to figure out how best to couple high bandwidth fibre links with low bandwidth but lower latency microwave links. Low latency infrastructure engineering is becoming a mature science. Less mature is the art of Low Latency Application Engineering.
In this workshop we briefly reprise the history of latency reduction, working up through the layers of the technology stack, concluding that the remaining significant latency gains will be extracted from trading applications rather than the infrastructure layers they rely on. We review the complexities involved in Low Latency Application Engineering, where we turn our backs on decades of abstraction and developers have to become expert in coding for low level details of the specific hardware their applications will execute on. We see how all roads lead to application instrumentation becoming an essential tool in achieving best ROI in latency optimisation efforts. We conclude by examining state of the art techniques in Precision Instrumentation applied to Low Latency Application Engineering.
Henry Young, CEO, TS-Associates
Davor Frank, Senior Solutions Architect, Solarflare Communications
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