mikeb01

<order>
  <timeInForce>ImmediateOrCancel</timeInForce>
  <instructionId>1733844027851145216</instructionId>
  <originalInstructionId>1733844027851145216</originalInstructionId>
  <orderId>AAK8oAAAAAAAAAAF</orderId>
  <accountId>1393236922</accountId>
  <instrumentId>179361</instrumentId>
  <quantity>30</quantity>
  <matchedQuantity>30</matchedQuantity>
  <matchedCost>22.1</matchedCost>

mikeb01

public class ExecutionTracking implements OrderEventListener, ExecutionEventListener
{
    private final Session tradingSession;
    final Map<Long, Order> lastOrderStateByInstructionId = new HashMap<Long, Order>();
    Order currentOrder = null;
    long currentFilledQuantity;
    long currentCancelledQuantity;

    public ExecutionTracking(final Session tradingSession)
    {

mikeb01

public long incrementAndGet(AtomicLong atomic) {
    long expected;
    long updated
    do {
        expected = atomic.get();
        updated = expected + 1;
    }
    while (!atomic.compareAndSet(expected, updated));

    return updated;

mikeb01

public void serialisePublishing(final long sequence,
                                final Sequence cursor, 
                                final int batchSize) {

    final long expectedSequence = sequence - batchSize;
    while (expectedSequence != cursor.get()) {
        // busy spin
    }

    cursor.set(sequence);

mikeb01

public void serialisePublishing(final long sequence,
                                final Sequence cursor,
                                final int batchSize) {

    // Guard condition, limit the number of pending publications
    int counter = RETRIES;
    while (sequence - cursor.get() > pendingPublication.length()) {
        if (--counter == 0) {
            Thread.yield();
            counter = RETRIES;

mikeb01

#include <stdio.h>

static void cpuid(int op1, int op2, int *data) {
    asm("cpuid" 
        : "=a" (data[0]), "=b" (data[1]), "=c" (data[3]), "=d" (data[2])
        : "a"(op1), "c"(op2));
}

int main(int argc, char** argv) {
    int values[5];

mikeb01

#include <stdio.h>

static void cpuid(int op1, int op2, int *data) {
    asm("cpuid" 
        : "=a" (data[0]), "=b" (data[1]), "=c" (data[2]), "=d" (data[3])
        : "a"(op1), "c"(op2));
}

int main (int argc, const char * argv[]) {
    int values[4];

mikeb01

extern "C" {
/* from sys/osfmk/i386/mp.c */

extern void mp_rendezvous(void (*setup_func)(void *),
                          void (*action_func)(void *),
                          void (*teardown_func)(void *),
                          void *arg);

extern int cpu_number(void);
}

mikeb01

package com.lmax.disruptor;

import java.util.concurrent.BrokenBarrierException;
import java.util.concurrent.CyclicBarrier;
import java.util.concurrent.ExecutorService;
import java.util.concurrent.Executors;
import java.util.concurrent.TimeUnit;

import org.junit.Test;

mikeb01

public class PopCntTest
{
    public static void main(String[] args)
    {
        int result = 0;
        for (int i = 0; i < 1000000000; i++)
        {
            result += Integer.bitCount(i);
        }