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

From: Jake Fevold (BLOOMBERG/ 919 3RD A) <"Jake>
Date: Thu, 14 Mar 2024 15:08:59 -0000
Just wanted to point out that the trivial relocation presented in P2786 is strongly preferred by BDE (sometimes called BSL) over the form in P1144.

Jake Fevold

From: sg14_at_[hidden] At: 03/14/24 10:33:28 UTC-4:00To: sg14_at_[hidden], robin.rowe_at_[hidden], mateusz.pusz_at_[hidden]
Cc: arthur.j.odwyer_at_[hidden]
Subject: Re: [SG14] Next SG14 meeting on April 10th - Low Latency Financial Systems

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 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 library."
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.

–Arthur _______________________________________________
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Received on 2024-03-14 15:09:01