01 · Trading
Market data to every strategy on the host
One feed handler, many strategy processes, all on the same machine. Every strategy needs every tick, and none of them may hold up the feed or each other.
Why Pulse fits
The feed handler writes each tick once, into memory every strategy reads. Adding a strategy adds no work for the writer. A strategy that falls behind is told exactly what it missed, and the rest carry on. Each strategy is its own process, so one crash does not take the others with it.
- Measured against
- The LMAX Disruptor and Aeron, the tools trading desks already use for this path.
- The limit
- On median latency the best in-process tools remain level with it or slightly ahead; the gain is in the tail and in keeping strategies in separate processes. So far it has been measured on one Intel machine type.
- A pilot would
- Run a fan-out stage beside an existing feed handler, measured with the ring's own counters and sealed as a record.