Sunday, May 25, 2014

minimize locking - queue for producer/consumer

I was asked this question in a big bank IV.

Q: if our queue needs to be as fast as possible, we want to avoid a global lock. How?

%%A1: multi-queue, based on cusip or account prefix. I implemented this partially in a JPM take-home coding test

%%A2: if were are very sure the queue is never depleted, then use 2 locks at both ends, so consumer threads only need to contend for the consumer lock.

%%A3: lock free queues are probably quite common in c#, java and c++

For A2, On one hand, we want to keep things simple by having fewer locks. On the other hand, we want to increase parallelism by breaking up one big sync group (of threads) into independent groups, each having a “smaller” lock.


Coarse-grained parallelism is key. If the 2 smaller sync groups never cross paths, then the additional locks won’t add complexity. We may need a way to ensure that the 2 ends of the queue never cross, hopefully without needing both locks. The risk -- the consumer is too fast and "eats" an item that's not yet added. We can make sure this always fails reliable in production and stress test, rather than UndefinedBehavior.

I feel in reality, there is usually some bound on the capacity of producer, consumer or queue. Sometimes producer will be too fast (overflow), or too slow (cross), so a queue without any bound check is unreliable in practice.


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