4 ms·
What interns wrought at Jane Street (2018)
- asdgkasdngionio 3y ago[dead]
- deleted 3y ago[deleted]
- ftxbro 3y agome and the bros squeezing out every microsecond in the zero sum gladiatorial arena
- CamelCaseName 3y agoWere you really though... ftxbro?
- ftxbro 3y agoI'll fuckin do it again
- nly 3y agoTable stakes in the high frequency arena is more like 100ns tick to trade.
- nunez 3y agoTCP/IP Illustrated is such a good book! This post reminded me to re-read it. I can see why they might write their own tcp networking library; remove all of the stuff you don't need from the protocol, make it tight enough to handle traffic from all of their other in-house systems, and they can customize it as needed to eek out more performance though at that point, maybe it makes sense to write your own protocol on top of IP? on second thought, networking is hard; maybe it's easier to just implement TCP lol
- nly 3y agoI doubt they plan to just use it to talk in-house. At low latency trading shops almost all internal systems carrying market data or order entry flow avoid using IP/TCP. Everything will either be on a single box, with different processes pinned to different cores busy-spinning over IPC, or perhaps some kind of reliable UDP stream if a network hop is needed. TCP is still used everywhere when it comes to talking to brokers and exchanges though. Even if you're jacked straight in to the NASDAQ with an FPGA you're still shooting TCP packets over the cross-connect.
- touisteur 3y agoNot to mention, I guess it's far easier to implement checkpoint/restore than the hoops libsoccr makes you jump through. And also to put it on top of DPDK :-)
- jobhdez 3y agoImplementing tcp sounds like a lot of fun!