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I wasn't expecting TS and HFT in the same sentence. Are you pivoting to something else with TS? Surely it's not for HFT?
by proc0 2y ago
I wasn't expecting TS and HFT in the same sentence. Are you pivoting to something else with TS? Surely it's not for HFT?
- logotype 2y agoIt began as an exploration into learning about HFT, but later shifted to TS. As far as we know, our clients do not use it for HFT. While we still prioritize performance, we are capable of processing a million trades per second on a single core. This will drastically improve in the near future though :)
- proc0 2y agoI see, yeah if you need performance then TS is probably not a good choice, but I'm not familiar enough with HFT to know if that's always needed. Maybe that's only in certain subdomains. I've just seen some talks on optimizing HFT with C++, and it sounds like nanosecond performance is the target.
- logotype 2y agoTS/JS is surprisingly fast these days. FIXParser has been performing at 1-2 microseconds per FIX message for several years. And that's with basic performance optimizations while keeping readable code. With further optimizations using WASM we can reach nanosecond speeds...
- logotype 2y agoyour comments on the Frontend Treadmill makes sense. It's sad how FE development has become. I used to build front-end apps without frameworks, super fast and efficient. No need to constantly update dependencies. These days people would laugh at you for not using libraries and frameworks to glue a house of cards together.
- proc0 2y agoYes the FE is a huge mess for large interactive client apps. I think WASM might be a good alternative with bad SEO as the downside.