4 ms·
He doesn't define high speed or better. If you turn off gc and use pool based allocators, you can build a reasonably fast general purpose trading engine that
by gbronner 6y ago
He doesn't define high speed or better. If you turn off gc and use pool based allocators, you can build a reasonably fast general purpose trading engine that can connect to lots of exchanges, use lots of apis etc. It will be fast enough for algo trading, but will never be fast enough for market making / hf / colo stuff.
You can never get around the boxing/unboxing, the larger sized objects, jvm inefficiencies, lack of direct access to assembly, etc.
But the cost of building a super low latency setup, and then doing anything useful with it is much higher than doing it with Java/c#