Still Trying to Find More Speed
I've spent a few hours today trying to find even more speed in my exchange decoder. It's the core part of the ticker plants as it's the first component in the chain, and the exchange datagrams come into this component, are converted into our own message format, and sending them downstream. The problem I'm seeing is that the time to get through this step is far too long, in my mind. I'm seeing times in the hundreds of milliseconds - and that's not right.
So I'm trying to find the problem. It's not easy because I can only do this during exchange hours, but even then, it's not obvious where the problem lies. I clearly need to do more work.
I'm concerned that it's in the OPRA decoding - that would be a tragic problem. Messing with that code could be really dangerous.