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Quantitative Finance · Glossary

What is Device locality?

Definition 4.7 Low-Latency Software · Chapter 4 — Multi-Socket Machines and Interconnects

The device locality of a thread or a buffer is its NUMA node relative to the device it exchanges data with: local when they are on the same node, remote otherwise.

A two-socket server whose network card is wired to socket 1. A strategy thread on socket 1 reads packets from its own cache; one on socket 0 fetches every packet line, and sends every order, across the interconnect, at about 138 nanoseconds a line against 59 within a socket (published averages for a recent generation).
Figure 4.2. A two-socket server whose network card is wired to socket 1. A strategy thread on socket 1 reads packets from its own cache; one on socket 0 fetches every packet line, and sends every order, across the interconnect, at about 138 nanoseconds a line against 59 within a socket (published averages for a recent generation).
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