![[High-Performance C++ Engine #2] Zero-Mutex Market Data Engine — Symbol Hash Sharding & Lock-Free RCU/CoW](/images/cpp_hts_market_data_engine_series/img_part2_sharded_ingestion_lockfree_rcu.webp)
Zero-Mutex Market Data Engine — Symbol Hash Sharding & Lock-Free RCU/CoW
How we implemented symbol-hash worker sharding and Lock-Free Read-Copy-Update (RCU) snapshot slots with Copy-on-Write so tens of thousands of real-time mar…
C++17 5
Chronological index of published articles, technical notes, and essays in C++17.
![[High-Performance C++ Engine #3] Multi-Exchange (Primary + ATS) Real-Time 10-Level OrderBook Synthesis & Out-of-Order Determinism](/images/cpp_hts_market_data_engine_series/img_part3_multi_exchange_state_projection.webp)
Multi-Exchange (Primary + ATS) Real-Time 10-Level OrderBook Synthesis & Out-of-Order Determinism
How we deterministically synthesize Primary Exchange and Alternative Exchange (ATS) orderbooks in real time, and prevent out-of-order races between Expecte…
![[High-Performance C++ Engine #4] Let the UI Thread Only Paint — ScreenWorker Background Formatting & 64MB Ring-Buffer Virtual Grid](/images/cpp_hts_market_data_engine_series/img_part4_screen_worker_virtual_grid.webp)
Let the UI Thread Only Paint — ScreenWorker Background Formatting & 64MB Ring-Buffer Virtual Grid
How we offloaded 28 display field formatting operations to background ScreenWorkers with Double Dirty Coalescing, built an O(1) 64MB ring-buffer VirtualGri…
![[High-Performance C++ Engine #5] 1% CPU & 1-Second Lag War Stories (Message Storms, ActiveX Batching, 60-Cell Clipping)](/images/cpp_hts_market_data_engine_series/img_part5_micro_optimizations_troubleshooting.webp)
1% CPU & 1-Second Lag War Stories (Message Storms, ActiveX Batching, 60-Cell Clipping)
How we hunted down and eliminated three subtle production bottlenecks—423/s Win32 message storms, ActiveX COM per-cell redraw overhead, and a 1-second quot…
![[High-Performance C++ Engine #6] Production Scorecard (UI Freeze 1,531ms → 15ms) & Zero-Downtime Dual-Path Rollout](/images/cpp_hts_market_data_engine_series/img_part6_production_metrics_dual_path.webp)
Production Scorecard (UI Freeze 1,531ms → 15ms) & Zero-Downtime Dual-Path Rollout
The complete 540-second market open benchmark scorecard comparing AS-IS vs. TO-BE, alongside our Dual-Path rollout architecture and engineering lessons fro…