LMAX Disruptor: High Performance Inter-Thread Messaging Library
lmax-exchange.github.io
lmax-exchange.github.io
> http://martinfowler.com/articles/lmax.html
>http://lmax-exchange.github.io/disruptor/files/Disruptor-1.0...
and
> http://www.infoq.com/presentations/LMAX
for more information on the data structure. I've spent the past week modifying our infrastructure to use this ring buffer instead of standard locks and CAS and its been a great experience.
It's not often your trading system can get a 3-5% bump in speed so you learn to enjoy these moments.