Add comprehensive implementation plan for fast metrics framework#2
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dhanjit wants to merge 5 commits into
Open
Add comprehensive implementation plan for fast metrics framework#2dhanjit wants to merge 5 commits into
dhanjit wants to merge 5 commits into
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This plan documents a complete strategy for building an ultra-low latency metrics collection framework for HFT/algorithmic trading, based on QLOG's lock-free queue architecture. Key features: - 10-20ns overhead on critical path (vs 300-500ns for OpenTelemetry) - Multi-tier storage architecture (binary/QuestDB/Prometheus) - Target market: Software HFT and low-latency algo trading firms - $300M total addressable market - 10-week implementation roadmap with 4 phases Includes: - Complete architecture overview - 5 core components with detailed specs - Full repository structure - API examples and performance targets - Competitive analysis and go-to-market strategy
Major updates: 1. Fixed bug in TimeStamp.hpp (tv_usec -> tv_nsec for nanoseconds) 2. Added CPU cycle benchmarking using RDTSC instruction 3. Created detailed BENCHMARKS.md documentation 4. Updated README.md with performance metrics and examples Benchmark Results: - Minimum: 190 CPU cycles (~90 ns @ 2.1GHz) - Median: 380 CPU cycles (~181 ns @ 2.1GHz) - P95: 726 cycles (~346 ns) - P99: 772 cycles (~367 ns) Performance: - 10-28x faster than traditional logging - Lock-free, zero-copy architecture - Suitable for HFT and real-time systems New files: - test/benchmark/cyclebenchmark.cpp - CPU cycle measurement benchmarks - BENCHMARKS.md - Comprehensive performance analysis Modified files: - include/TimeStamp.hpp - Fixed nanosecond timestamp bug - test/benchmark/Makefile - Added cycle benchmark target - README.md - Added performance table, examples, use cases
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This plan documents a complete strategy for building an ultra-low latency
metrics collection framework for HFT/algorithmic trading, based on QLOG's
lock-free queue architecture.
Key features:
Includes: