jnordwick

8 ms·

31.
by jnordwick 2y ago
The definitive source on how to spell "chili": https://redhotchilipeppers.com/
32.
by jnordwick 2y ago
The Fucking Article, from RTFA - Read the Fucking Article - and RTFM - Read the Fucking Manual/Manpage
33.
by jnordwick 2y ago
“I notice that you use plain, simple language, short words and brief sentences. That is the way to write English―it is the modern way and the best way. Stick to it; don't let fluff and flowers and verbosity creep in. When you catch an
34.
by jnordwick 2y ago
disappointed i had to scroll so far down to find the org mode reference. The text straight looks like an org mode doc too. emacs org mode tables can even have formulas embedded in it and do rotations and automatic recalculation. https:&#x2
35.
by jnordwick 2y ago
Ender's Game IRL
36.
by jnordwick 2y ago
smoke signals is a non-standard extension. however over avian carrier has its own rfc and is entirely legit: https://www.rfc-editor.org/rfc/rfc2549.html
37.
by jnordwick 2y ago
I was working in K2 in 1999, and it was public then. This is back when it had the built in GUI and dependency graph. I remember the first time somebody showed it to me, and I didn't think it was very impressive. It took about 2-3 month
38.
by jnordwick 2y ago
I control-F'ed and didn't find it before I wrote that comment. I searched for KDB and APL, but found nothing. EDIT: yeah that sentence is new. I think some of the sentences around Influx being the "first" have been adjus
39.
by jnordwick 2y ago
If you are writing an article about time series databases, and you don't mention KDB - straight to jail. It is the grandfather of time series and predates influx by about a decade. It is still the fastest out there too. It is used by a
40.
by jnordwick 2y ago
Per Fog's tables, Ice Lake shows a reg-to-reg cmov decoding to 1 uop with a latency of 1 and throughput of 0.5. *mont all have latency 2. P4 had a latency of 6. AMD's K10 latency 4.
41.
The fastest data platform in finance is surprisingly under-used (2022)(efinancialcareers.com)
1 points by jnordwick 2y ago|0 comments
42.
by jnordwick 2y ago
Now do the Erdos number: defined the same way but for coauthors of papers linked to the absurdly production (and always high on amphetamines) great Paul Erdos. The most glorious of all, the Erdos-Bacon number, is defined as the sum of your
43.
by jnordwick 2y ago
you don't really wait on L1 cache writes though. The store buffer absorbs it, and if the data is needed it can be forwarded from there before the write to cache even happens. Most x64 L1d caches have a 4-6 cycle latency depending on CP
44.
by jnordwick 2y ago
since you aren't going to be writing a message per nanosecond, you can always just do `last nanos = max(last nanos + 1, cur nanos)` and then use last nanos for the timestamp. you can even do it in rdtsc ticks and get 1/3 of nano v
45.
by jnordwick 2y ago
cmov turns a control dependency into a data dependency. It is still there just in a different way. (its like the Fourier Transform of instructions - lolol). I haven't seen cmov lose to a conditional in a few years (on very recent Intel
46.
by jnordwick 2y ago
The background thread can just sleep if no data in the queue. Since you are preprocessing the log messages and you know the minimum bounds. If the thread sleeps for 1 ms. Be generous and say you can at most push to the queue in 5ns, and if
47.
by jnordwick 2y ago
that's what the vdso version of clock_gettime does. If you use one of the *_COARSE clocks it will only update periodically and be much faster, but that means like 15 milliseconds of log messages will all have the same timestamp. The fa
48.
by jnordwick 2y ago
as long as you are just using static strings and native types it amounts to a pointer/index bump and a load/store per item. Lets imagine you have the format string, priority number, system id, and 7 pieces of data in the payload.
49.
by jnordwick 2y ago
In my logging code I wrote that is basically a SPSC ring buffer, I use some RDTSC assembly and at startup I calculate the frequency and epoch offset. It has a throughput of around 30 cycles. That's already ~10 ns, so I'm not sure
50.
by jnordwick 2y ago
It uses a background thread to do most of the work, and it appears the 7ns latency numbers are a little cooked: 1. The paper's 7ns like number is 8ns for microbenchmarks but 18ns in applications. The 7ns number I'm guessing is mic
51.
by jnordwick 2y ago
When Linus made that comment cmov was like a 6 cycle latency. For the last decade it has been 1 cycle, and I don't think there is any scenario where cmov is now slower than a branch.
52.
by jnordwick 2y ago
I absolutely loved Thompson's blog. He hasn't posted in a decade, and that makes me sad. I learned so much from that. I used the term "mechanical sympathy" all the time now when speaking to starting developers and trying
53.
by jnordwick 2y ago
you have a group of machines, and each usually has specific obligations: logging message to file and db, one connects and gets prices and broadcasts them into the ring, one does order checks, one sends orders to the outside, one does strate
54.
by jnordwick 2y ago
In finance, I know it goes back to Island ECN (which became part of NASDAQ). They had a small group of heavy talent that spread out to a number of high profile banks and prop shops. I've worked at a few places with the same architectur
55.
by jnordwick 2y ago
purchasing protection and fraud need to be a percent. And "necessary" isn't the correct term for prices, "can" is.
56.
by jnordwick 2y ago
> federal debit card I don't see how this could possibly be abused by law enforcement or politicians. I'm in!
57.
by jnordwick 2y ago
> The goods in stores that take only cash do not tend to be cheaper than those that do. In NYC they most definitely do. A lot of the corner stores will change you less with cash. I'm not sure it is a the card payment or that they ar
58.
by jnordwick 2y ago
The big win is how it allows bulk processing while taking serialization dependencies into account. So you algos reading market data messages and yank all that is there and apply them in bunk instead of trying to do each one individually. An
59.
by jnordwick 2y ago
This isn't even close to unique. I['ve worked at a few HFT/MM places that all had a similar architecture in place before LMAX wrote this. This, multicast rings, and other patters are copied a lot in the industry because they
60.
by jnordwick 2y ago
Levine is a national treasure. He's always so balanced, funny, and informative.

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