Logging and DB access
As we explained in Chapter 7, HFT Optimization – Logging, Performance, and Networking, logging is critical for any trading system. It enables users to debug strategies, improve the return, compare theoretical and actual profit and loss, and store information in databases. It always requires a costly input/output. Therefore, logging cannot be done on the critical path. Like C++, a specific technique is needed to achieve performance in Java.
When creating a log, it can store trades in a database or build a string in a flat file. When generating a string to be pushed in the logging system, creating a string is a very time-consuming construction. It is essential to consider the speed of the system and the object's reaction. For instance, log4j zeroGC is a zero object creation logging framework, but it will generate the log message before putting it on the logger thread queue (in this case, the disruptor from LMAX). Your main application thread will...