Pre allocated vs dynamic arrays performance for low latency / high frequency trading systems

MemoryAllocationHFT.cpp

// Example program
#include <iostream>
#include <string>
#include <vector>
#include <algorithm>
#include <time.h>
// ***********************************
// This is for measuring CPU clocks
#if defined(__i386__)
static __inline__ unsigned long long rdtsc(void)
{
    unsigned long long int x;
    __asm__ volatile (".byte 0x0f, 0x31" : "=A" (x));
    return x;
}
#elif defined(__x86_64__)
static __inline__ unsigned long long rdtsc(void)
{
    unsigned hi, lo;
    __asm__ __volatile__ ("rdtsc" : "=a"(lo), "=d"(hi));
    return ( (unsigned long long)lo)|( ((unsigned long long)hi)<<32 );
}
#endif
// ***********************************

using namespace std;
struct BookPrice
{
	int size;
	double price;
};
vector<BookPrice> aDynamic;
vector<BookPrice> aPreallocated(10);
void AddRemoveDynamically(int type, BookPrice& b);
void AddRemovePre(int type, BookPrice& b);
int totAddsDyn=0, totDelsDyn=0;
int totAddsFix=0, totDelsFix=0;

int main()
{
    int sampleRun = 1000000;
    double sumRunDyn = 0;
    double sumRunFix = 0;
    
    for(int i=0; i<sampleRun; i++)
    {
        BookPrice b;
        b.price=rand() % 10 + 1; //random 1 to 10
		int type = (rand() % 2) + 1; //random 1 to 2
		
        auto ini = rdtsc();
        AddRemoveDynamically(type, b);
        auto end = rdtsc();
        sumRunDyn += end-ini;
        
        ini = rdtsc();
        AddRemovePre(type, b);
        end = rdtsc();
        sumRunFix += end-ini;
    }
    
    cout << "Dynamic Took: "<< sumRunDyn/sampleRun << endl;
    cout << "Pre-allocated Took: "<< sumRunFix/sampleRun << endl;
    cout << "Difference: % " << 100 * ((sumRunDyn/sampleRun) - (sumRunFix/sampleRun)) / (sumRunFix/sampleRun) << endl;
}


/*
ADD type=1 
DELETE type=2
*/
void AddRemoveDynamically(int type, BookPrice& b) 
{
	if (type == 1)
	{
	    totAddsDyn++;
		//add element
		aDynamic.push_back(b);
	}
	else if (type == 2)
	{
	    totDelsDyn++;	    
		aDynamic.erase(std::remove_if(aDynamic.begin(), aDynamic.end(), [&](BookPrice const & p) {return p.price == b.price;}),aDynamic.end());		
	}
	std::sort(aDynamic.begin(), aDynamic.end(), [&](BookPrice& ltd, BookPrice& rtd){ return ltd.price < rtd.price; });
}
void AddRemovePre(int type, BookPrice& b)
{
	if (type == 1)
	{
	    totAddsFix++;
		//always rewrite first item, since newer 
		aPreallocated[0] = b; 		
	}
	else if (type == 2)
	{
	    totDelsFix++;
		auto it= find_if(aPreallocated.begin(), aPreallocated.end(), [&](BookPrice const & p) {return p.price == b.price;});
		if (it != aPreallocated.end())
		{
		    it->price=0;
		    it->size=0;
		}
	}
	
	std::sort(aPreallocated.begin(), aPreallocated.end(), [&](BookPrice& ltd, BookPrice& rtd){ return ltd.price < rtd.price; });
}