Wojciech,

Just to be clear, you're illuminating a particular set of circumstances
that only occurs within cpu security vulnerability mitigation routines,
correct?

In other words, in the instance that an engineer has configured his/her
system for low noise/jitter/latency, this serialization at kernel mode
switch time among sibling threads should not occur, correct?

On Sun, Jul 3, 2022, 1:57 AM Wojciech Kudla <[email protected]>
wrote:

> @Peter
>
> > Does the CPU only need to serialize the transition, or does it need to
> serialize the interrupt/systemcall while it is in ring 0?
>
> Sadly yes, the kernel does need to temporarily "idle" the sibling thread
> while the other is in ring 0. This is described as transitioning from state
> 6a/6b to state 4 in the Intel doc I cited. In practice it's a bit more
> complicated because what happens depends on whether the thread in kernel
> mode is accessing "secret data" or not.
> Regardless, the sibling thread is stuck in the IPI routine until the other
> one exits the kernel. When that happens, CPU's microarchitectural data
> buffers are cleared with VERW instruction and both siblings are allowed to
> resume execution.
> Hope this helps.
>
> It seems like this thread branched off to a general discussion about the
> quality of the cited book wrt the culture of secrecy in our field. When I
> was entering this industry many years ago I was put off by this and
> sometimes found it much harder to make progress in my work because you
> start dealing with problems you won't find blog posts about or an easy
> solution on SO. With time I learned to appreciate that since it often costs
> us a lot of frustration-filled effort and grey hair to work out the secret
> sauce on our own and this is a big part of one's value as a professional.
> I think it's totally fair to not want to give away something like that for
> free (you'll see the same problem in the world of magicians). Not even
> mentioning how reliant the HFT industry is on staying ahead of the pack in
> terms of technology and innovation.
> Just my two cents...
>
> On Sat, Jul 2, 2022 at 4:58 PM Mark Dawson <[email protected]> wrote:
>
>> Andrew,
>>
>> Yes, you are correct about the secrecy of the HFT industry, in general.
>> As a matter of fact, when I worked at Jump Trading we used to have to
>> deliver presentations at Linux Kernel/Tracing Summits under a completely
>> different company name (that has changed since 2013 or so when Jump joined
>> the Linux Foundation).
>>
>> However, aside from secret trading strategies and esoteric protocol
>> exchange handling techniques, OS configuration guidelines are pretty
>> standard across the board. In fact, Red Hat publishes a new Low Latency
>> Guidelines document with every release primarily targeted at our domain.
>> Our representation in the kernel community ushered a lot of the
>> advancements that we have today in the Adaptive Ticks (i.e. nohz_full)
>> infrastructure.
>>
>> Also, general techniques around pre-faulting memory, pinning threads,
>> cache warming, and avoiding runtime overhead via template
>> metaprogramming/constexpr, etc. - these are all things that you'll see
>> members of HFT firms speak about freely and openly at tech conferences. We
>> *all* do these things on the portions of our trading that still runs in
>> software.
>>
>> But no one is gonna talk about their secret sauce, of course. That secret
>> trigger they discovered which works perfectly for their FPGA-based
>> strategies. Things of that sort. But I'm willing to bet a nice chunk of
>> change that no one in the industry who cares about latency is leaving the
>> cpu security vulnerability mitigations enabled (which are, also, addressed
>> in Red Hat's Low Latency Tuning guides).
>>
>> On Sat, Jul 2, 2022, 10:34 AM Andrew Hunter <[email protected]>
>> wrote:
>>
>>> On Sat, Jul 2, 2022 at 9:42 AM Mark Dawson <[email protected]> wrote:
>>>
>>>> I'd hope these authors aren't referring to behavior under mitigation
>>>> circumstances since *all* HFT firms disable cpu mitigation schemes from the
>>>> kernel boot parameter list as a standard procedure.
>>>>
>>>
>>> Without expressing any opinion on this particular claim, it's important
>>> to realize that serious HFT practitioners are *extremely* secretive. They
>>> don't talk about anything they consider important publicly, and go to
>>> legends both to keep their own secrets and infer as much as they can about
>>> their competitors from public statements.
>>>
>>> You should be extremely skeptical of any claims like "All HFTs X". I
>>> haven't read the book OP mentions but I'm doubtful you should infer much
>>> from it.
>>>
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