3 ms·
Yes it's too slow for HFT, but anything would be too slow for HFT unless it's custom built. You likely want a streaming engine or even hand-optimize all your ev
by rubenfiszel 3y ago
Yes it's too slow for HFT, but anything would be too slow for HFT unless it's custom built. You likely want a streaming engine or even hand-optimize all your event handlers to shave-off any nanoseconds.
- samsquire 3y agoJust because I'm interested in this topic. I've been trying to shave nanoseconds on ringbuffers and barriers in C. LMAX Disruptor can send a message between threads in 53 nanoseconds on average. So you can essentially fork control flow in 53 nanoseconds and do 2 things in parallel. Eyeballing my barrier I can synchronize in 42 nanoseconds and up.
- stingraycharles 3y agoAs someone who works with HFT firms, they typically do everything in ASICs or FPGAs anyway, so it’s not a good example.