Day: 26 December 2014

Playing with concurrency and performance in Java and Node.js

Imagine a simple market where buyers and sellers interested in the same product come together to trade. For each product in the market, buyers interested in the product could form an orderly queue, sorted on a "first come, first serve" basis. Each buyer could then approach the cheapest seller and trade, purchasing as much of the product from the seller as they wish for the price dictated by the seller. Should no seller be offering the product at a price low enough, the buyer could step to the side, giving the next buyer the opportunity to trade. Once all buyers have had the chance to make a trade, and after all products in the market have been through the cycle, the whole process can start again, after satisfied buyers and sellers leave and new ones take their place. In the internet age, there is no reason why buyers and sellers could not trade on a virtual platform, using this type of algorithm, from the comfort of their armchair. Indeed, trading platforms like this have existed for many years. While basic, this type of problem becomes interesting when used to build a computer based trading engine. Simple questions pose challenges: How could the market scale up across multiple cores? How could the market scale out across multiple machines? Inherently, the answers boil down to requiring some form of concurrency so that such a trading engine can scale. Typically I would jump into writing a Java based solution using perhaps an execution…

Read more