https://hftengineer.com/Recent content on HFT Engineer's RoadmapHugoen-usSat, 20 Jun 2026 00:00:00 +0000https://hftengineer.com/posts/spsc-ring-buffer/Sat, 20 Jun 2026 00:00:00 +0000https://hftengineer.com/posts/spsc-ring-buffer/A single-producer/single-consumer ring buffer is the fastest way to move data between two threads — and the canonical low-latency interview question. We build one in C++, prove it correct with acquire/release ordering, and then watch a textbook false-sharing &lsquo;fix&rsquo; make it slower before the real optimisation takes it 14× faster. All numbers measured and ThreadSanitizer-clean.https://hftengineer.com/posts/mpsc-lock-free-queue/Sat, 20 Jun 2026 00:00:00 +0000https://hftengineer.com/posts/mpsc-lock-free-queue/The SPSC ring buffer was easy because each cursor had exactly one writer. Add a second producer and that assumption — and the whole design — breaks. We fix it with Vyukov&rsquo;s per-cell sequence-number queue, prove it correct under ThreadSanitizer, and then measure something every low-latency engineer should internalise: making it &rsquo;lock-free&rsquo; does not make it scale.https://hftengineer.com/posts/mechanical-sympathy/Sun, 03 May 2026 00:00:00 +0000https://hftengineer.com/posts/mechanical-sympathy/Three hardware ideas that decide whether your low-latency code is fast or pretending to be: how the cache hierarchy works, why branch prediction can change runtime by 5×, and how false sharing makes lock-free code slower than mutexes.https://hftengineer.com/posts/single-writer-principle/Sun, 03 May 2026 00:00:00 +0000https://hftengineer.com/posts/single-writer-principle/A short walk through the single-writer principle: why exactly one thread should mutate a piece of state, why this is faster than &lsquo;real&rsquo; lock-free code in most cases, and how the Disruptor pattern operationalises it.https://hftengineer.com/about/Sat, 25 Apr 2026 00:00:00 +0000https://hftengineer.com/about/<h2 id="whos-writing">Who&rsquo;s writing</h2> <p>I&rsquo;m a software engineer at a high-frequency trading firm. I&rsquo;m still learning constantly, and I write these posts to summarise what I pick up: partly to cement it for myself, partly because I&rsquo;m happy if they help someone break into the industry.</p> <h2 id="what-this-blog-is">What this blog is</h2> <p>Deep dives on the systems, languages, and tools that make latency-sensitive software work, and the broader ecosystem they sit in. Some of it is JVM-internal (ZGC, JIT, Loom), some of it is data-shaped (DuckDB, ClickHouse, Iceberg), some of it is networking and OS (kernel-bypass, eBPF), some of it is the trading-domain mental models I wish I&rsquo;d had on day one (order books, single-writer designs, market microstructure).</p>https://hftengineer.com/posts/generational-zgc/Sat, 25 Apr 2026 00:00:00 +0000https://hftengineer.com/posts/generational-zgc/A walk through Generational ZGC: coloured pointers, load and store barriers, the generational split landed in JDK 21, and how it hits sub-millisecond pauses on multi-TB heaps.https://hftengineer.com/posts/order-book-data-structures/Sat, 25 Apr 2026 00:00:00 +0000https://hftengineer.com/posts/order-book-data-structures/How matching engines store and update the limit order book — sorted maps, array+bitmap ladders, hash+list, and the production tradeoffs — with a reference Java implementation.