Tag Archives: Java

Only the Good Die Young (or Move Off-heap?)

Having some spare time over the Easter weekend I thought I’d spend a little time trying out a few things, including: Java 8 Direct memory allocation with sun.misc.Unsafe So I made a hash-map implementation that stores map entries on memory allocated outside the typical JVM heap: BinaryOffheapHashMap First of all: The GC process in Java is a lifesaver, allowing… Read More »

Resource aware queue

For the TLDRs: This blog post presents the reasoning behing a project called ResourcePriorityBlockingQueue which is a blocking queue implementation that: Allows you to assign priority on tasks, just as with a PriorityBlockingQueue. Tasks may belong to task groups where each group may have a different priority. In that case, tasks are prioritized by group… Read More »

Busy wait and queue performance

For the last month or so I’ve been rather busy developing a trading platform for algorithmic trading, connected to LMAX (you should also check out their very interesting Disruptor framework). It’s a rather comprehensive solution with both risk management, position management, back testing, data management on tick level, etc built in. Everything that connects to and communicates… Read More »