Market Data Book: Read/Write Latencies in under 200 ns

Chronicle RingZero is a specialised lightweight, high-performance version of Ring specifically for the common use case of a single writer and a single reader and it is part of the Chronicle Queue Zero product. This example demonstrates the use of a 1024-slot Conflating RingZero instance for passing market data updates from a source generating Market Data ticks at 1M x 256 byte messages per second. The reader reads the updates in a tight loop, with updates conflated so the reader always receives the latest available update.

This simulates updates on the top 10 levels of the  order book

write to read latency for a BookUpdate

This benchmark was run over 20 million messages and as we can see that even at the 99.9 percentile we are still achieving write to read latencies of 256byte messages of under 200 nanoseconds.

The benchmark was run on a Ryzen 9 5950X @ 3.4 Ghz

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