4 ms·

> Most applications that use C++ are latency and efficiency critical. I'll take the under on this. There are plenty of C++ applications that are "latency and e

by khuey 2y ago

> Most applications that use C++ are latency and efficiency critical. I'll take the under on this. There are plenty of C++ applications that are "latency and efficiency critical" but I'd guess it's well under 50% of all the C++ software out there.

BeetleB 2y ago
> There are plenty of C++ applications that are "latency and efficiency critical" but I'd guess it's well under 50% of all the C++ software out there. Easily well under 5%, and I'll assert it's under 1%.
- khuey 2y ago
  Yeah I'd agree.
ghshephard 2y ago
Not to mention that the demonstration I've seen of a sub microsecond trading platform was written in Java. and talking to my manager who used to be a developer in high-frequency trading - he tells me that's a pretty common language in that space. Which, I'll be honest, kind of blew my mind.
- thefaux 2y ago
  Yes, it is surprising initially but I can imagine that hft java coding conventions are very different from enterprise java.
- bluGill 2y ago
  Java, and even python are used in HFT, along with many other languages. Depending on the task they can work well or poorly. C++ has a good position in this space though because often you come down to a if(something){doTrade();} and java's optimizer has figured out that this if is normally false and so you pay a CPU branch missprediction penalty, while C++ had optimized for the true case and so when it matters is faster. No matter what the language used, HFT has some different programming styles vs normal.
  - afdbcreid 2y ago
    > while C++ had optimized for the true case Which is why we have Profile Guided Optimization.
    - bluGill 2y ago
      Which is also what screws java as the runtime notices the false case is most common and so is willing to stall the pipeline when performance matters most.
bluGill 2y ago
When we started our current system 15 years ago (Rust wasn't an option) 5% of the code needed C++, so everything was written in C++ as there is too much friction trying to make with a different language. I'm sure there was something other than C++ that would have worked just as well. I don't know what it would be, but there are many options. Even then the article makes a good point: we can hire C++ developers, could we hire someone who knows the other option?

by khuey 2y ago

BeetleB 2y ago

> There are plenty of C++ applications that are "latency and efficiency critical" but I'd guess it's well under 50% of all the C++ software out there. Easily well under 5%, and I'll assert it's under 1%.

khuey 2y ago
Yeah I'd agree.

ghshephard 2y ago

Not to mention that the demonstration I've seen of a sub microsecond trading platform was written in Java. and talking to my manager who used to be a developer in high-frequency trading - he tells me that's a pretty common language in that space. Which, I'll be honest, kind of blew my mind.

thefaux 2y ago
Yes, it is surprising initially but I can imagine that hft java coding conventions are very different from enterprise java.
bluGill 2y ago
Java, and even python are used in HFT, along with many other languages. Depending on the task they can work well or poorly. C++ has a good position in this space though because often you come down to a if(something){doTrade();} and java's optimizer has figured out that this if is normally false and so you pay a CPU branch missprediction penalty, while C++ had optimized for the true case and so when it matters is faster. No matter what the language used, HFT has some different programming styles vs normal.
- afdbcreid 2y ago
  > while C++ had optimized for the true case Which is why we have Profile Guided Optimization.
  - bluGill 2y ago
    Which is also what screws java as the runtime notices the false case is most common and so is willing to stall the pipeline when performance matters most.

bluGill 2y ago

When we started our current system 15 years ago (Rust wasn't an option) 5% of the code needed C++, so everything was written in C++ as there is too much friction trying to make with a different language. I'm sure there was something other than C++ that would have worked just as well. I don't know what it would be, but there are many options. Even then the article makes a good point: we can hire C++ developers, could we hire someone who knows the other option?