3 ms·
A lot of firms will run some training data through their application after startup, so that the hot paths get optimised.
by WatchDog 10y ago
A lot of firms will run some training data through their application after startup, so that the hot paths get optimised.
- kasey_junk 10y agoI have done this so can confirm, but every time I did I wished I didn't need to. I had a running nightmare where yesterday's trading data made us trade today.
- greglindahl 10y agoOr today's trading is different enough from yesterday's that your app hits perf issues. Black swan, anyone?
- brianwawok 10y agoMight not even be that. At some point you need to cut out the output from going to the real exchange. If you had an IF somewhere random in your code.. you will then JIT code that is wrongly optimized. If you try to put some kind of network device to capture the traffic and respond with fake responses to make the code happy.. you are one bitflip away from sending bad stuff to prod.
- kasey_junk 10y ago> you are one bitflip away from sending bad stuff to prod. Including some ascii art of Trogdor the Burnanator!
- brianwawok 10y agoYa that is tricky with binary formats. What exchanges still support ASCII? I want to send messages that are both ASCII art and a valid trade...
- brianwawok 10y agoExcept at the exchange, where you can't do this. Or you accidentally bitflip something and take yesterdays data, inject into todays books, and cause millions of dollars in mistakes.