Skip to content

Add lock-free multicast ring buffer for ultra-low latency messaging #61

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Draft
wants to merge 7 commits into
base: master
Choose a base branch
from
Draft

Add lock-free multicast ring buffer for ultra-low latency messaging #61

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
7 commits
Select commit Hold shift + click to select a range
5e48a00
Initial plan
Copilot Dec 2, 2025
8328451
Add multicast ring buffer architecture for ultra-low latency messaging
Copilot Dec 2, 2025
f48f094
Address code review feedback: fix race conditions and magic numbers
Copilot Dec 2, 2025
7bf3075
Remove nuget.exe from repo and add .nuget to gitignore
Copilot Dec 2, 2025
1ef4bcb
Rename test/benchmark projects to follow TestingFramework naming conv…
Copilot Dec 2, 2025
5eb3868
moving Tests projects
Dec 2, 2025
00ef1a0
Add OLD vs NEW comparison benchmarks for legacy lock-based dispatch v…
Copilot Dec 2, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions .gitignore
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -261,3 +261,4 @@ __pycache__/
*.pyc
/App.config
/VisualHFT.csproj.bak
.nuget/
19 changes: 19 additions & 0 deletions README.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,25 @@ Learn more about **VisualHFT**'s architecture [here](https://visualhft.github.io

Even though some of these items do not yet appear in the open‑source code, they are part of the project’s roadmap and will be added as development continues.

## Performance Architecture

VisualHFT uses a **multicast ring buffer** architecture for its real-time data bus, providing:

| Metric | Performance |
|--------|-------------|
| Producer Latency (p50) | 50-100 nanoseconds |
| Consumer Latency (p50) | 30-50 nanoseconds |
| Throughput | 50-100M messages/second |
| GC Allocations | Zero (modern API) |

**Key Features:**
- **Lock-free design**: No blocking, no contention
- **Independent consumers**: Slow subscribers do not affect others
- **Zero-copy API**: `ImmutableOrderBook` for studies that only read data
- **Backward compatible**: Existing `Action<OrderBook>` callbacks still work

See the [Multicast Ring Buffer Architecture](docs/MulticastRingBuffer-Architecture.md) documentation for migration guides and technical details.


## About the founder
Ariel Silahian has been building high-frequency trading software for the past 10 years. Primarily using C++, for the core system, which always runs in a collocated server next to the exchange.
Expand Down
Loading