By 2014 we had rebuilt the pricing engine twice. The first rebuild moved from a blocking queue architecture to the Disruptor. The second addressed the aggregation logic and quote distribution. This post covers the architecture that emerged — not as a blueprint, but as an account of the decisions and why we made them. ...
After writing about the Disruptor’s design, the obvious question is: how much faster is it, really? “Faster” is not a useful answer. Let’s look at actual numbers under controlled conditions. This is a benchmarking exercise, not a recommendation. The right data structure depends on your use case. The goal here is to understand the performance characteristics of each under different contention patterns. ...
The Disruptor’s performance isn’t magic. It’s the consequence of a set of deliberate memory layout decisions, each targeting a specific cache coherency problem. This post goes through those decisions one by one. ...
In mid-2013 we replaced our internal LinkedBlockingQueue-based event bus with the LMAX Disruptor. Median latency dropped by 30%. The 99th percentile dropped by more than half. The change touched about 400 lines of code. This post is about the conceptual model you need to understand why the Disruptor is fast — not just “it uses a ring buffer,” but what that actually means for your hardware. ...