3 ms·

I know exactly what to think: salaries offered for your C++ colleagues are not competitive, so you are collecting competitors' dregs. It can be very hard to com

by ncmncm 5y ago

I know exactly what to think: salaries offered for your C++ colleagues are not competitive, so you are collecting competitors' dregs. It can be very hard to come back from that, maybe impossible. In other shops, the notion of conducting trading in Java, GC'd or no, would get you laughed from the room. But Java coders certainly are cheaper.

pjmlp 5y ago
The City in London is full of people with humour and deep pockets.
- xwolfi 5y ago
  I m in Asia, we need the ability to validate 13 different exchange regulations and Java helps more than C++ as far as I can observe in team work, modularity, forcing some sort of okay common practice etc. The guys in the US have it easy with regard to logic so can throughput fast enough in Java to only switch fast clients to FPGA without the need for C++ in between. The guys in London have nowhere near the volumes of APAC or the US. They can trade with excel if they want.
  - pjmlp 5y ago
    Might be, doesn't change the fact that plenty of business in finance have moved into GC based languages, reducing their use of C++ into niche use cases. Just like using C or C++ hasn't taken away that some niche use cases still require coding in Assembly. It isn't only Java, C#, F#, Haskell and OCaml are also tooling they reach for.
xwolfi 5y ago
Well we do Java for the slow path and fpga for the fast path. C++ for the algo decisions, but even when we do java we jni everything that would be slower than C++. Nobody's laughing, everyone is just profiling and fitting constraints, so far Java worked, we ll switch if we must... Problem with FPGA is that it s pointless to try to correct client mistakes or validate exchange regulation with it, so it's only for upstreams who have the whole chain clean, it's a slow transition.
- cmrdporcupine 5y ago
  See now this all sounds very interesting and exciting. I love both FPGA and C++. Too bad it's finance :-)
  - ncmncm 5y ago
    I had a colleague who called it "automated stealing". I think there is a time threshold above which it defensibly is not, and another below which you would have to agree, but I am not sure of the values.
    - xwolfi 5y ago
      There's no stealing if all parties consent. If you don't consent, convince others and vote better. Why blame finance when house representatives dont even understand they shouldnt insider trade, something even I, a "stealing automation engineer" would never even think of ?
      - ncmncm 5y ago
        For the record, I don't think of you as a stealing automation engineer. You perform a valued service for an appreciative employer. (My employer, meantime, provides valued services for just such employers, maybe even yours.) But your employers take home very large annual bonuses while contributing what, exactly, to society? If they and their sub-ms competitors did not do it, would anyone miss it? Suppose, e.g., trades did not register until 1000ms after entry? Rhetorical questions.

by ncmncm 5y ago

pjmlp 5y ago

The City in London is full of people with humour and deep pockets.

xwolfi 5y ago
I m in Asia, we need the ability to validate 13 different exchange regulations and Java helps more than C++ as far as I can observe in team work, modularity, forcing some sort of okay common practice etc. The guys in the US have it easy with regard to logic so can throughput fast enough in Java to only switch fast clients to FPGA without the need for C++ in between. The guys in London have nowhere near the volumes of APAC or the US. They can trade with excel if they want.
- pjmlp 5y ago
  Might be, doesn't change the fact that plenty of business in finance have moved into GC based languages, reducing their use of C++ into niche use cases. Just like using C or C++ hasn't taken away that some niche use cases still require coding in Assembly. It isn't only Java, C#, F#, Haskell and OCaml are also tooling they reach for.

xwolfi 5y ago

Well we do Java for the slow path and fpga for the fast path. C++ for the algo decisions, but even when we do java we jni everything that would be slower than C++. Nobody's laughing, everyone is just profiling and fitting constraints, so far Java worked, we ll switch if we must... Problem with FPGA is that it s pointless to try to correct client mistakes or validate exchange regulation with it, so it's only for upstreams who have the whole chain clean, it's a slow transition.

cmrdporcupine 5y ago
See now this all sounds very interesting and exciting. I love both FPGA and C++. Too bad it's finance :-)
- ncmncm 5y ago
  I had a colleague who called it "automated stealing". I think there is a time threshold above which it defensibly is not, and another below which you would have to agree, but I am not sure of the values.
  - xwolfi 5y ago
    There's no stealing if all parties consent. If you don't consent, convince others and vote better. Why blame finance when house representatives dont even understand they shouldnt insider trade, something even I, a "stealing automation engineer" would never even think of ?
    - ncmncm 5y ago
      For the record, I don't think of you as a stealing automation engineer. You perform a valued service for an appreciative employer. (My employer, meantime, provides valued services for just such employers, maybe even yours.) But your employers take home very large annual bonuses while contributing what, exactly, to society? If they and their sub-ms competitors did not do it, would anyone miss it? Suppose, e.g., trades did not register until 1000ms after entry? Rhetorical questions.