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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Timer wheel, injected clock؟

يُعرف أيضًا باسم: timer wheel · injected clock

Definition 20.2 Low-Latency Software · الفصل 20 — The Strategy Engine

A timer wheel is a circular array of slots, each covering an interval of time (its granularity): a timer is filed in the slot of its expiry time modulo the wheel’s span, and advancing the wheel visits the slots of the time that has passed and fires the timers due in them; scheduling costs a constant time whatever the number of timers. An injected clock is a clock passed to the code that needs the time instead of being read by it: the same code runs on the simulated clock of a recorded day (One Quant Book 7, chapter 17) or on the machine’s real clock.

A hashed timing wheel of 16 slots (the build’s has 1 024 of 100\, µ s). Scheduling puts a timer in the slot of its expiry time; advancing visits the slots passed and fires only the timers due, sorted; a timer further than one revolution stays in its slot until its time comes round.
Figure 20.3. A hashed timing wheel of 16 slots (the build’s has 1 024 of 100 µs100\,\text{µ}\mathrm{s}). Scheduling puts a timer in the slot of its expiry time; advancing visits the slots passed and fires only the timers due, sorted; a timer further than one revolution stays in its slot until its time comes round.
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