3 ms·
Unlikely 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 pack
by Gladdyu 8y ago
Unlikely 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.