3 ms·
> But you definitely don't get O(5 uSec) performance out of the box. Tick-to-trade? The first version of our trading system in Java, had this level of perform
by DrBazza 6y ago
> But you definitely don't get O(5 uSec) performance out of the box.
Tick-to-trade? The first version of our trading system in Java, had this level of performance in the first version.
> If you hit a GC pause or have to do heap allocation
We ended up running the code through profiler on our CI system which would fail the build if it detected any potential paths of GC. Object pools and flyweights everywhere.
- bitcharmer 6y ago> We ended up running the code through profiler on our CI system which would fail the build if it detected any potential paths of GC. Object pools and flyweights everywhere Pretty standard practice in HFT Java, but the GP correctly points out this is not idiomatic Java.
- DrBazza 6y agoAgreed. From the article: > In other words, it’s possible to write Java, from the machine level on up, for low latency. You just need to write it like C++, with memory management in mind at each stage of development. That's the tl;dr for the whole article.