Building a High-Throughput Fix Server
SMRTR summary
Reaching 600K+ FIX messages per second requires stacking multiple low-level optimizations: epoll-based async I/O, zero-copy string views, memory pooling, SIMD checksum validation, and message-type packing into 32-bit integers. Scaling across cores relies on strict session-to-thread ownership after logon, per-session resource isolation, and TTAS spinlocks to reduce cache-coherency traffic. These techniques are implemented in llfix, an open-source C++ FIX engine.
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