6 ms·
Ask HN: If you were building a HFT system today, what language would you use?
Back in 2003 I wrote my first high frequency trading system -- we used a mix of C and C#. Java was also a popular choice at that time.
Much has changed since then!
If you were building an order book or trading system today, what would be your goto language and why?
- wglb 7y agoLisp
- bbryant 7y agoLisp seems great for describing certain classes of trading algorithm, but what about the underlying platform?
- CyberFonic 7y agoPerhaps Common Lisp? But why and how?
- wglb 7y agoWhy not? It is at least as fast as Java has all the networking tools. Yes common lisp.
- CyberFonic 7y agoGolang. For performance with support for coroutines and garbage collection. The other choice would be C++ since tooling has improved greatly since 2003.
- bbryant 7y agoThanks -- yeah, Golang GC seems very performant.
- synack 7y agoAda/SPARK for anything that modifies a currency value, because safety is worth a few microseconds overhead.
- glyphy17 7y agoHuman language with traders and brokers on phones