Use static dispatch for onMessage() methods in ITCHHandler class. #10
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Hi, Ivan @chronoxor
After playing around with this platform, I noticed that the current design of
ITCHHandler
class falls in the traditional polymorphism (i.e., via dynamic dispatch). This can be inefficient when frequent calling virtual functions. This patch applies static polymorphism with CRTP (curiously recurring template pattern), and thus improves the performance of ITCH message latency.The benchmark environment is following:
The experiments are repeated 5 times for each scenario and the results of ITCH message latency are shown below.