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Quantitative Finance · Glossário

O que é Event loop, run-to-completion processing?

Também chamado de: event loop · run-to-completion processing

Definition 20.1 Low-Latency Software · Capítulo 20 — The Strategy Engine

An event loop is a thread that repeatedly takes the next event from its inputs and hands it to the code that handles it. Run-to-completion processing handles each event entirely, including everything it causes, before the next event is taken: no handler is interrupted by another, so a handler never sees a state that another has half changed.

The strategy engine. Every input reaches one thread, which handles each event to completion in an order fixed by rule: the timers due by the event’s time, then the parameters effective by it, then the event. Time is whatever clock the engine was given: a recorded day’s in replay, the machine’s live.
Figure 20.1. The strategy engine. Every input reaches one thread, which handles each event to completion in an order fixed by rule: the timers due by the event’s time, then the parameters effective by it, then the event. Time is whatever clock the engine was given: a recorded day’s in replay, the machine’s live.
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