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Re: Next SG14 meeting on April 10th - Low Latency Financial Systems

From: Arthur O'Dwyer <arthur.j.odwyer_at_[hidden]>
Date: Thu, 14 Mar 2024 10:33:11 -0400
On Thu, Mar 14, 2024 at 8:33 AM Bryan St. Amour via SG14 <
sg14_at_[hidden]> wrote:

> On Wednesday, March 13, 2024 4:34:09 PM EDT Robin Rowe via SG14 wrote:
> >
> > Aside from feedback on ideas I've suggested, I've received little input
> > regarding improving C++ for low latency financial systems.
> >
> > Suggestions?

This idea is more gamedev than finance, but FYI-*everyone-on-the-list*,
there is a patch out right now to get Clang to support P1144-style
__is_trivially_relocatable(T) in the form desired by Abseil, Folly, BSL,
Qt, AMC, Parlay, fast_io, gzdoom, and several others. The pull request was
opened this week. However, so far, only one maintainer (Qt) has commented
in support of it. (My utmost thanks and appreciation to Thiago for his
comments!) I'd really appreciate it if anyone who works on *low-latency
containers and algorithms* go at least +1 that review, and ideally take a
look yourselves and leave comments in support, naming your affiliation.
Your support *will* make the difference.

If your company/library has an is_trivially_relocatable trait anywhere in
their codebase — please, `git blame` who added it and please tell them to
visit #84621 <https://github.com/llvm/llvm-project/pull/84621> and +1 it
this week!

> > FYI, financial systems concepts I've been experimenting:
> > https://gitlab.com/robinrowe/cpp-financial-systems

The `Money` class seems isomorphic to Mateusz Pusz (cc'ed)'s work with
mp_units. You should look into the state of WG21 proposals around "units
It would be interesting to hear from Mateusz (or, I bet, he's written
something somewhere already) on the question of whether there are
important/insurmountable differences between physical units like "meter"
and monetary units like "euro," or whether the same C++ approach can work
for both just fine. I can't think of any differences — except that monetary
units should never be interconverted without some kind of
GetCurrentExchangeRate sigilling — but I also wouldn't be terribly
surprised to hear that there were some subtle-but-insurmountable
differences in practice.


Received on 2024-03-14 14:33:24