3 ms·
You definitely don't need an infinite amount of time to make C or C++ implementation of a matching engine run faster than a Java based one. I've worked at two
by jcranberry 5y ago
You definitely don't need an infinite amount of time to make C or C++ implementation of a matching engine run faster than a Java based one.
I've worked at two fintech companies, a prop shop and an investment bank and seen some APIs for other companies' matching engines and they've pretty much all been C/C++.