4 ms·

I’ve heard a pretty effective, lazy strategy for this scenario is to oversize the heap to avoid GCs through the trading day and to simply restart the applicatio

I’ve heard a pretty effective, lazy strategy for this scenario is to oversize the heap to avoid GCs through the trading day and to simply restart the application before the next day. Unsure if it’s viable for all trading platforms, but it makes sense for some I’m sure.

hermitdev 8y ago
Depends on your order volume. Sure an oversized heap may work for low order volume, but if you're dealing with high volume, even hundreds of gigabytes of RAM isn't even for a trading day. And yeah, we restart everyday (we only trade US equities, so plenty of downtime for a restart).