Comment by bostik | Hacker News Reader

Comment by bostik | Hacker News Reader

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I'm not surprised. And I think you nailed the reason too:

> copied a lot in the industry because they work well for the problem space

Finance as an industry could be described as ... incestuous. The people move around within the small circle of firms, so any architectural knowledge gets cross-pollinated quite rapidly. From what I understand, the disruptor pattern itself was reasonably well known in the academic circles well before LMAX wrote about it - but I'm not sure anyone had put publicly available numbers on a heavily optimised version before them. (FWIW, I use a simplified disruptor in one of my own projects because it works well and simplifies the overall design. )

We should also be honest about the technical challenges: there are very few as interesting problem spaces as an exchange or a low-latency MM.

So I worked at LMAX during 2009-2011 when Martin Thompson, Dave Farley, Mike Barker, Chris Smith and Danny Yates worked on the Disruptor. It was in use in 2010 inside LMAX.

The heritage of Martin and Dave was video games rather than finance and they had the most input into it.

From a friend who worked in games, the general idea behind the disruptor had been in use in games for a while.

A ton of real-time audio/video apps use the same general architectural pattern.

In finance, I know it goes back to Island ECN (which became part of NASDAQ). They had a small group of heavy talent that spread out to a number of high profile banks and prop shops. I've worked at a few places with the same architecture and it always seems to lead back to those guys at Island by a couple degrees.

I wouldn't be surprised if there was some cross pollination. I regularly read game dev blogs for ideas and information. While trading tends to have higher latency requirements and stronger networking requireemnts, games have other issues (the PCI bus and graphics card), but in the end there are a lot of architectural similarities and both tend to be a small group of highly skilled developers so you have a lot more freedom to chose complex index and advanced tooling.

I absolutely loved Thompson's blog. He hasn't posted in a decade, and that makes me sad. I learned so much from that. I used the term "mechanical sympathy" all the time now when speaking to starting developers and trying to explain how to write fast code.

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