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I've never written any trading software, but out of curiosity, have you done any tests comparing something like a GMP arbitrary-precision number vs a raw intege
by tombert 3y ago
I've never written any trading software, but out of curiosity, have you done any tests comparing something like a GMP arbitrary-precision number vs a raw integer type.
Obviously the raw integer (64 bit or 128 bit) will go faster since it would have CPU-level assistance, but I'm curious to what that actually ends up being in practice, especially at the scale of trading. Is it 10% faster? 10X faster? Somewhere in between?