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I am waiting for an article on hn how a high frequency trading vompany has rewritten their stack in rust because of the threading features.
by tpetry 8y ago
I am waiting for an article on hn how a high frequency trading vompany has rewritten their stack in rust because of the threading features.
- Gladdyu 8y agoUnlikely any time soon - most HFTs will have massive, battle-tested C++ code bases already. The data ownership model in HFT is usually very clear - receive packet, pass through some processing pipeline, emit packet, on the same thread. If you want to send data into another part of the system (eg. because different threads handle different securities), posting a message onto their event queue works well.
- snaky 8y agoNot happening. Rewriting some hot path parts of the stack in Verilog is a usual thing, and rewriting some other parts in Coq is the future.
- twic 8y agoIs it possible to synthesize hardware from Coq?
- mruts 8y agoNot entirely on topic, but Jane Street (HFT ETF market maker) wrote an OCaml to FPGA compiler https://www.janestreet.com/tech-talks/ocaml-all-the-way-down/ https://www.janestreet.com/tech-talks/ocaml-all-the-way-down...
- snaky 8y agoYes. https://deepspec.org/entry/Project/Kami https://deepspec.org/entry/Project/Kami http://conal.net/blog/posts/haskell-to-hardware-via-cccs http://conal.net/blog/posts/haskell-to-hardware-via-cccs
- Thaxll 8y agoThe threading feature that are not stable / experimental? There is not way someone is moving to Rust for this.