3 ms·
It's your fault if you trade equities, or you do anything else in which milliseconds matter, with a software platform that is aggressively optimized for average
by HelloNurse 6y ago
It's your fault if you trade equities, or you do anything else in which milliseconds matter, with a software platform that is aggressively optimized for average performance and for server stability at the expense of hard real time guarantees and with a language that privileges enforcing constraints (both to ensure correctness and allow optimizations) over allowing the user explicit control. ("Your fault" at the organizational level, not personally, of course.)
Can you explain how Java was chosen for your trading application? Also, why were you unable to test it properly?
- anonymoushn 6y agoThe org chose Scala for the trading application in the hope that developers and researchers could both use it, when previously they had been using very different languages. I thought this went mostly well. Scala enables you to use some shenanigans to pretend that a byte-array is an array of structs, and the 31 other threads of the application ran acceptably on the JVM. As an aside, my impression is that Java is somewhat common in the industry. The application was tested in an environment that's a lot like production, except that we had substantially fewer cores than an exchange running the same number of matching engines, so the incoming ticks were a bit less bursty. That burstiness was important in this instance. A big reason for the differences between the production environment and the test environment was the cost of hardware.