3 ms·
I spent some time working on HFT systems. These things needed to achieve end-to-end timings (from a tick being DMAed into our memory to placing an order) around
by anonymoushn 10y ago
I spent some time working on HFT systems. These things needed to achieve end-to-end timings (from a tick being DMAed into our memory to placing an order) around xx microseconds at the 99th percentile. The bulk of the code was written in a language that forced us to have bounds checking everywhere, and that was totally fine.
- yxhuvud 10y agoI'd assume most array boundary checks can be optimized away by a good compiler anyhow, assuming the array semantics allow that in the language in question.