Sunday, March 8, 2009

SELECT() syscall multiplex vs 1 thread/socket - mkt-data gateway

Low-volume market data gateways could multiplex using select() syscall -- Warren of CS. A single thread can service thousands of low-volume clients. Blocking socket means each read() and write() could block an entire thread. If 90% of 1000 sockets have full buffers, then 900 threads would block in write(). Too many threads slow down entire system.

A standard blocking socket server's main thread blocks in accept(). Upon return, it gets a file handle. It could save the file handle somewhere then go back to accept(). Over time it will collect a bunch of file handles, each being a socket for a particular network client. Another server thread can then use select() to talk to multiple clients, whild the main accept() thread continues to wait for new connections.

However, in high volume mkt data gateways, you might prefer one dedicated thread per socket. This supposedly reduces context switching. I believe in this case there's a small number of sockets preconfigured, perhaps one socket per exchange. In such a case there's no benefit in multiplex. Very different from a google web server.

This dedicated thread may experience short periods of silence on the socket - I guess market data could come in bursts. I was told the "correct" design is spin-wait, with a short sleep between iterations. I was told there's no onMsg() in this case. I guess onMsg() requires another thread to wake up the blocking thread. Instead, the spin thread simply sleeps briefly, then reads the socket until there's no data to read.

If this single thread and this socket are dedicated to each other like husband and wife, then there's not much difference between blocking vs non-blocking read/write. The reader probably runs in an endless loop, and reads as fast as possible. If non-blocking, then perhaps the thread can do something else when socket buffer is found empty. For blocking socket, the thread is unable to do any useful work while blocked.

I was told UDP asynchronous read will NOT block.

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