Optimizing High-Frequency Trading Systems with Userspace RCU

This proposal explores the innovative application of the open-source Read-Copy-Update (RCU) mechanism to optimize high-frequency trading systems. RCU is a powerful synchronization technique that enables rapid data access, which is crucial in trading environments where milliseconds can make the difference between success and failure.

We will introduce the different flavors of Userspace RCU and delve into the specific implementation details of the RCU variant we used in a real-world case study. By sharing this practical example, we will demonstrate techniques for integrating Userspace RCU to significantly improve real-time data handling and system responsiveness in high-frequency trading applications. Attendees will learn how to select the most appropriate RCU flavor and effectively incorporate it to address the unique challenges of these low-latency systems.

The overarching goal is to showcase how leveraging RCU can boost the performance of high-frequency trading, while also encouraging innovative approaches to tackle the technical obstacles inherent in this domain.

講者

葉家郡

Jia-Jun Yeh, a seasoned principal software engineer specializing in FinTech, blends deep computer science knowledge with expertise in C++ and Go. He has evolved into a skilled Kubernetes administrator and application developer, demonstrating exceptional adaptability and swift learning. Over the past few years, Jia-Jun has confidently embraced a significant leadership role, steering his team towards innovation and collective achievement with decisive direction.