3 ms·

Python does just fine with concurrency. A lot of your other suggestions are not relevant for this kind of product either. -t. guy who built a HFT fund using py

• dcolkitt 8y ago
  > Python does just fine with concurrency. Can you explain to me what the GIL is and how it works... > guy who built a HFT fund using python. I mean, maybe you and I have definitions of HFT. But I'd say the base minimum to compete in HFT space is tick-to-trade latency from off-the-wire data packet to on-the-wire order packet of 50 microseconds or less. That's simply not possible in any python stack. Period. I believe you're maybe doing something that turns over positions on an intraday basis. But that's not HFT. HFT's typical characteristics are colocation+DMA, very low latencies, full-scale analysis of the entire order book, volumes of more than 1% of the ADV, and Sharpe ratios above 10. (And no, nothing in crypto space is anything close to HFT, because the infrastructure simply doesn't exist.)
  • rajacombinator 8y ago
    HFT is just something where latency is the primary factor. Your perspective is a somewhat narrow one driven perhaps by limited experience or reading. The things you listed are true but just part of the arms race at various venues. Likewise, your reply to GP lacks perspective. Latency is likely almost totally irrelevant to his business model. His target audience doesn’t require sub-python latencies.