SESSION ON-DEMAND

All Things P99

The event for developers who care about P99 percentiles and high-performance, low-latency applications

Building a Fast Lock-free Queue for Trading Systems

When every microsecond counts, inter-thread communication must be lean and predictable. This talk dives into the design of a high-performance SPSC bounded queue for ultra-low latency trading systems. We’ll cover eliminating locks with atomics, reducing sync costs with memory ordering, and avoiding traps like false sharing, all backed by real-world measurements and cache analysis. Attendees will gain practical strategies for writing lock-free data structures that deliver under pressure.

22 minutes
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Sarthak Sehgal, Market Making Tech Lead at Maven Securities

Sarthak Sehgal is a C++ Software Engineer at a high frequency options market making firm. His interests lie in low level programming, performance optimization, and finance. He talks about code and finance on his blog at sartech.substack.com