fix: cache line alignment

Author: milsanore

src/core/order_book.cpp

@@ -159,8 +159,9 @@ void OrderBook::handle_price_level_update(
     FIX::MDUpdateAction action,
     const FIX44::MarketDataIncrementalRefresh::NoMDEntries& group,
     bool is_book_clear_needed) {
-  uint64_t px = utils::Double::toUint64(
-      group.get(e_px_).getValue(), binance::Config::get_price_ticks_per_unit(symbol));
+  uint64_t px =
+      utils::Double::toUint64(group.get(temp_vars_.e_px).getValue(),
+                              binance::Config::get_price_ticks_per_unit(symbol));
   //
   switch (action.getValue()) {
     case FIX::MDUpdateAction_DELETE:
@@ -173,8 +174,9 @@ void OrderBook::handle_price_level_update(
       [[fallthrough]];
     }
     case FIX::MDUpdateAction_NEW: {
-      uint64_t sz = utils::Double::toUint64(
-          group.get(e_sz_).getValue(), binance::Config::get_size_ticks_per_unit(symbol));
+      uint64_t sz =
+          utils::Double::toUint64(group.get(temp_vars_.e_sz).getValue(),
+                                  binance::Config::get_size_ticks_per_unit(symbol));
       bid_ask_map[px] = sz;
     } break;
     default:

src/core/order_book.h

@@ -43,9 +43,11 @@ class OrderBook {
   absl::btree_map<uint64_t, uint64_t, std::greater<>> bid_map_;
   /// @brief sorted list of offers (ascending), key=price, value=size
   absl::btree_map<uint64_t, uint64_t> ask_map_;
-  //
-  FIX::MDEntryPx e_px_;
-  FIX::MDEntrySize e_sz_;
+  // Temporary variables can share a cache line
+  struct {
+    FIX::MDEntryPx e_px;
+    FIX::MDEntrySize e_sz;
+  } temp_vars_;
   inline void handle_price_level_update(
       auto& bid_ask_map,
       binance::SymbolEnum symbol,

src/core/trade.h

@@ -13,12 +13,12 @@ namespace core {
 /// @brief Binance trade object
 struct alignas(utils::Env::CACHE_LINE_SIZE) Trade {
  public:
-  Trade(const SideEnum side,
-        const uint64_t px,
+  Trade(const uint64_t px,
         const uint64_t sz,
         const uint64_t id,
+        const SideEnum side,
         std::array<char, 16> time)
-      : side(side), px(px), sz(sz), id(id), time(time) {}
+      : px(px), sz(sz), id(id), side(side), time(time) {}
 
   uint64_t px;
   uint64_t sz;

src/ui/trade_box.cpp

@@ -196,17 +196,16 @@ void TradeBox::on_trade(const FIX44::MarketDataIncrementalRefresh& msg) {
   std::optional<binance::SymbolEnum> symbol;
   FIX::MDEntryPx e_px;
   FIX::MDEntrySize e_sz;
-  uint64_t price, size;
   FIX::MDEntryType e_type;
-  FIX::TransactTime time;
+  FIX::TransactTime e_time;
+  uint64_t price, size;
   FIX::TradeID trade_id;
   std::string trade_id_str;
   uint64_t trade_id_uint;
   // Binance's "side" field ("AggressorSide") is a custom field, not part of the FIX spec
   constexpr int AGGRESSOR_TAG = 2446;
   FIX::CharField side_field(AGGRESSOR_TAG);
   binance::SideEnum side{};
-  //
   std::string raw_time;
   std::string time_only;
   for (int i = 1; i <= num_entries; i++) {
@@ -237,30 +236,33 @@ void TradeBox::on_trade(const FIX44::MarketDataIncrementalRefresh& msg) {
     switch (e_type.getValue()) {
       case FIX::MDEntryType_TRADE: {
         if (group.isSetField(AGGRESSOR_TAG)) {
-          group.getField(side_field);
-          side = binance::Side::from_str(side_field.getValue());
           price = utils::Double::toUint64(
               group.get(e_px).getValue(),
               binance_config_.get_price_ticks_per_unit(symbol.value()));
+
           size = utils::Double::toUint64(
               group.get(e_sz).getValue(),
               binance_config_.get_size_ticks_per_unit(symbol.value()));
+
           group.getField(trade_id);
           trade_id_str = trade_id.getValue();
           std::from_chars(trade_id_str.data(), trade_id_str.data() + trade_id_str.size(),
                           trade_id_uint);
 
+          group.getField(side_field);
+          side = binance::Side::from_str(side_field.getValue());
+
           std::array<char, 16> tm_arr = {};
           if (group.isSetField(FIX::FIELD::TransactTime)) {
-            group.getField(time);
-            FIX::UtcTimeStamp tval = time.getValue();
-            int microseconds = tval.getMillisecond() * 1000;
+            group.getField(e_time);
+            FIX::UtcTimeStamp tval = e_time.getValue();
+            int microseconds = tval.getMillisecond() * 1000 + tval.getMicroecond();
             std::snprintf(tm_arr.data(), tm_arr.size(), "%02d:%02d:%02d.%06d",
                           tval.getHour(), tval.getMinute(), tval.getSecond(),
                           microseconds);
           }
 
-          trade_ring_.push_back(core::Trade(side, price, size, trade_id_uint, tm_arr));
+          trade_ring_.push_back(core::Trade(price, size, trade_id_uint, side, tm_arr));
           screen_.post_event(ftxui::Event::Custom);
         } else {
           spdlog::error("trade with no side. message [{}]", msg.toString());