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Discussion (3 Comments)Read Original on HackerNews
I spent several years working on the technical side of HFT trading operations and this is also an issue with exchange gateways.
e.g. you want both to be true:
- fastest possible path through the gateway
- the ability to log EXACTLY when messages flowed through
The way this was accomplished was to split each direction (e.g. in and out) to a single core and then have an additional core for logging.