The Microseconds You're Losing Are Not Mysterious.
I don't guess. I measure. Production-grade tools for HFT infrastructure validation and latency profiling.
"One misconfigured sysctl cost a trading desk 340μs per trade"
Linux infrastructure validator that audits kernel settings, network tuning, and system configuration for low-latency trading.
- [x] Swappiness (should be 0)
- [x] Transparent Hugepages (should be `never`)
- [x] Kernel preemption model
- [x] Frequency Governor (should be `performance`)
- [x] C-States (should be disabled)
- [x] Core Isolation (`isolcpus` configuration)
pip install latency-audit eBPF-based latency profiler that traces system calls, network packets, and scheduling delays at nanosecond resolution.
- eBPF tracing with <1% overhead
- No code instrumentation required
- Percentile breakdowns (p50, p99, p999)
- Export to flame graphs
pip install latencyscope Why These Exist
After seeing the same misconfigurations at three different trading firms, I automated the audit process. latency-audit is the tool I wish I had on day one.
latencyscope came from debugging a 47μs spike that only appeared under production load. Traditional profilers added too much overhead. eBPF was the only way.
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What's Next?
Recommended reading.
Books I actually keep on the desk. No affiliate links, no filler. In rough reading-order priority for trading infrastructure work.
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Computer Systems: A Programmer's Perspective
Bryant & O'Hallaron. The foundation. Read this first.
-
Systems Performance
Gregg. The bible of performance engineering.
-
Linux System Programming
Love. How Linux actually works under the hood.
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Designing Data-Intensive Applications
Kleppmann. Required reading for distributed systems.
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Trading and Exchanges
Harris. Market microstructure from first principles.
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Flash Boys
Lewis. Read for context, not architecture.