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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
by 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 agoYes, it is surprising initially but I can imagine that hft java coding conventions are very different from enterprise java.
- bluGill 2y agoJava, 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.