At various points in my career, I have created or managed systems which
need to perform calculations on enormous amounts of numeric data in
real-time. Whether I was running a Varnish cluster that served
30,000 requests per second or writing financial analytics which needed
to calculate aggregates on terabytes of price and return data in a few
seconds, a common need emerged: how can I calcalate aggregates on
large amounts of numeric data in a single pass?
In the fall of 2017, I was researching a performance problem with a job
queueing system. I was trying to figure out how I could better visualize
the response time of the system in order to understand what was going on
and I ran across the excellent article Brandon Gregg’s Latency Heat Maps.
I could not find an easy-to-use, reusable latency heat map chart
component, so I decided to make my own in d3.js.
Many versions of UNIX have a useful concept built in to their dynamic linker: by setting an environment variable (usually LD_PRELOAD), a user can force a shared library to load before all others. While I wasn’t able to figure out how to exactly replicate this functionality on Windows, I found a snippit on page 794 of Programming Applications for Microsoft Windows: Fourth Edition, by Jeffrey Richter, on how to come close. On this page, Mr. Richter explains a way to force an executable to load a dynamic library before it begins executing code. While this is only one of several ways he suggests to achieve this goal, I was drawn to this one because it seemed the most flexible.
