3 ms·
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
by 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 agoSee now this all sounds very interesting and exciting. I love both FPGA and C++. Too bad it's finance :-)
- ncmncm 5y agoI 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 agoThere'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 agoFor 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.