Low Latency Best Practices

Disable Logging

Please use this code snippet to disable all logging operations:

using namespace OnixS::Eurex::Trading;
HandlerSettings handlerSettings;
 
// Allow only log messages for fatal errors.
handlerSettings.logLevel = LogLevel::Fatal;
 
// Allow only async logging to file.
handlerSettings.logSettings = LogSettings::TraceToFile
                            | LogSettings::Async;

Manipulating Threads Affinity

By default, threads are used by the Handler to send and receive ETI messages and they can be executed on any of available processors/cores. Specifying CPU affinity for each session thread may give a significant performance boost.

Please use this code snippet to set processor affinity mask for sending and receiving threads.

using namespace OnixS::Eurex::Trading;
HandlerSettings handlerSettings;
 
// Sending thread will run on 1st processor core.
handlerSettings.sendingThreadAffinity.insert(0);
 
// Receiving thread will run on 2nd processor core.
handlerSettings.receivingThreadAffinity.insert(1);