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When you do HFT, nobody cares about that. The only thing that matters is to make money. I also worked on HFT software written in Java (not the one in this art
by dudul 6y ago
When you do HFT, nobody cares about that. The only thing that matters is to make money.
I also worked on HFT software written in Java (not the one in this article), and the mindset was completely different from other industries. F QA, F unit tests, F your F-ing AbstractProxySingletonFactory, just write the code that makes it work, see you after lunch to deploy.
Yes, in a lot of ways it is awful, but OTOH it is really great intense bootcamp to learn how to write very modular, easy to change and to read code. No time to over engineer, no time to build these fancy generic abstractions to support the one use case you have and the dozen hypothetical use cases product never asked for.