Solo engineer — profiler core, CLI, visualizations · 2024
Trading Latency Profiler
A nanosecond-resolution profiler that pinpoints where latency hides in an order pipeline — from packet arrival to ack.
Stack
- Rust
- HdrHistogram
- tokio
- eBPF
Links
Overview
What it is
A CLI + library for instrumenting low-latency trading paths. It timestamps an order at every hop using a monotonic clock, attributes the time spent in each stage, and renders a flamegraph-style breakdown so you can see whether your tail latency lives in parsing, risk checks, or the network.
It samples without allocating on the hot path and exports histograms (HdrHistogram) so p99.9 numbers are trustworthy rather than averaged into meaninglessness.
Highlights
4 things worth calling out
Nanosecond, monotonic-clock timestamps per pipeline hop
Zero hot-path allocation when sampling
Trustworthy p99.9 via HdrHistogram export
Flamegraph-style stage attribution
Gallery
A closer look
