3 ms·
In my opinion a more accurate measure when you go down to the micro seconds level is TSC directly from the CPU. I've built a benchmark tool for that https://git
by ainiriand 1y ago
In my opinion a more accurate measure when you go down to the micro seconds level is TSC directly from the CPU. I've built a benchmark tool for that https://github.com/sh4ka/hft-benchmarks https://github.com/sh4ka/hft-benchmarks
Also I think that CPU pining could help in this context but perhaps I need to check the code in my machine first.
- vlovich123 1y agoHow does this compare with divan?
- ainiriand 1y agoDivan is what I used as reference for some parts of my work (mostly the CPU timestamp parts). My project is less complete, but it will also include other important benchmarks for HFT, like current network I/O or some real trading patterns like order placement overhead.