3 ms·
I think you're right! Go will never beat C++ in this aspect. I used Go because that's what I knew and for the non-professional trading I was aiming, C++ wouldn
by hu3 3y ago
I think you're right! Go will never beat C++ in this aspect.
I used Go because that's what I knew and for the non-professional trading I was aiming, C++ wouldn't have made much difference. My bottlenecks were network (1s+ per trade roundtrip) and chaotic unreliable crypto markets.
Just note that Java is used in HTF, but it's a different beast than our average CRUD Java. For example this article states:
"Essentially, we use a contrived form of Java that avoids all the Java constructs that make things go slow. We only use the constructs that are fast and efficient, and we avoid all the garbage."
https://www.efinancialcareers.co.uk/news/2020/11/low-latency-java-trading-systems https://www.efinancialcareers.co.uk/news/2020/11/low-latency...
- gkedzierski 3y agoI think there’s a way to disable GC in Go too, no?
- hu3 3y agoYep, you can with GOGC=off but then I would have to learn about how to generate less garbage in Go for long running processes. Which is good knowledge even for non-trading applications. I just didn't have the energy and time to try it.
- tomcam 3y agoAh, relief. Thanks for answering. At your volume Go makes perfect sense. Love your project!