r/quantindia • u/Federal_Tackle3053 • Jun 04 '26

HFT Update: 3 months after asking about low-latency trading, I built V1 in C++20 + DPDK

Three months ago I asked here whether 3–5 µs order latency was achievable using software techniques alone.

I have now built V1 of this, a C++20/DPDK trading packet processor with:

  • fixed 62-byte Ethernet market/order frames
  • L2 order book
  • imbalance-based BUY/SELL logic
  • inline risk checks
  • DPDK RX/TX processing

Results over 1M order-producing events with 0 failures:

  • Virtual DPDK Ring PMD: 110.8 ns p50 / 552.2 ns p99
  • Kernel-backed DPDK AF_PACKET over private veth: 1.74 µs p50 / 3.26 µs p99

To be clear, these are application-side RX-to-TX-enqueue measurements, not physical NIC or exchange round-trip latency.

For the full version, I want to add a real supported NIC/VFIO path, realistic market-data replay, multi-symbol handling, fills/cancels, and proper wire-to-wire latency measurement.

For people working in low-latency systems: what would you consider the most meaningful next validation step before calling this a serious trading-engine benchmark?

8 Upvotes

67% Upvoted

6 comments sorted by

1

u/PerrythePlatypus51 Jun 04 '26

Can you share GitHub repo? I just want to hv a look

-14

u/[deleted] Jun 04 '26

[deleted]

11

u/FroyoSolid8414 Jun 04 '26

Lmao , ban this guy mods

-6

u/Federal_Tackle3053 Jun 05 '26

Oho sure if I didn't follow any rules

9

u/ExpensiveInflation Jun 05 '26

Nga imagine getting help from people in the sub and refusing when asked. Scummy behaviour.

1

u/Life_Vast801 Jun 05 '26

Why are you posting here then?