penberg / helix

Helix, a market data feed handler for C and C++.
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reduce order size - performance improvement #23

Closed ghost closed 9 years ago

ghost commented 9 years ago

before [denis@f22 helix]$ ./build/tests/order_book_perf_test order_book::add() 66 ns/op order_book::cancel() 11 ns/op order_book::remove() 34 ns/op

after [denis@f22 helix]$ ./build/tests/order_book_perf_test order_book::add() 59 ns/op order_book::cancel() 10 ns/op order_book::remove() 31 ns/op