Inter-thread messaging

with Disruptor

Vladimir Iliev

July 4th, 2015

Agenda

Problem definition1

Current mainstream solution2

Why it doesn’t work3

Why the Disruptor works better4

How much better?5

Q & A6

What problem are we trying to solve

Retail financial exchange1

Low-latency2

High-throughput3

High availability4

Reliability5

Can’t lose data6

4CONFIDENTIAL

A reasonable solution

5CONFIDENTIAL

The problem with queues

• Queues get resized and objects get allocated and released

• Garbage collection pauses cause latency jitter

• Queue implementations do not take advantage of what CPUs have to offer in terms of

optimizing performance

A LOT OF GARBAGE

CPU UNFRIEDNLINESS

6CONFIDENTIAL

Modern CPU architecture

7CONFIDENTIAL

The cost of contention

• Atomic conditional updates to a single word

• Significantly more efficient than locks

• A lot harder to get right

CAS2

1

• Provide mutual exclusion and visibility of change

• Require arbitration by the OS kernel

• Caches lose hot data and instructions

Locks

3

• Indicate sections of code where read/write order is important

• Required in a multi-threaded environment for visibility

• In Java – the volatile keyword

Memory

barriers

8CONFIDENTIAL

The cost of contention (cont’d)

9CONFIDENTIAL

Why queues don’t get along with CPUs

How many writers to a single queue in a 1P1C scenario1

Either full or empty – head and tail often in the same cache line2

Linked-list backed queues are hard to pre-fetch3

Array-backed queues hard to resize4

10CONFIDENTIAL

The Disruptor

11CONFIDENTIAL

The Disruptor (cont’d)

12CONFIDENTIAL

Throughput comparison vs. ABQ

13CONFIDENTIAL

Latency comparison vs. ABQ

14CONFIDENTIAL

Summary

Understanding how the underlying hardware works1

Aim for simplicity – single-writer principle, simple clean code2

15CONFIDENTIAL

Thank you

Q & A

16CONFIDENTIAL

References

https://lmax-exchange.github.io/disruptor/1

http://disruptor.googlecode.com/files/Disruptor-1.0.pdf2

http://www.infoq.com/presentations/LMAX3

http://mechanical-sympathy.blogspot.com/4

https://www.youtube.com/watch?v=DCdGlxBbKU45

http://martinfowler.com/articles/lmax.html6