3 ms·
I wonder how these compare to high frequency training standards. It seems like they'd have similar speed/reliability/predictability requirements in the critical
by thenobsta 10mo ago
I wonder how these compare to high frequency training standards. It seems like they'd have similar speed/reliability/predictability requirements in the critical paths.
- perbu 10mo agoJFS-CPP bans exceptions because you would lose control over the execution of the problem. The HFT crowds didn't like it because you'd add 10ns to a function call. At least before we had zero-cost exceptions. These days, I suspect the HFT crowd is back to counting microseconds or milliseconds as trades are being done smarter, not faster.
- clanky 10mo agoThere are at least some HFT players who actually use exceptions to avoid branches on the infrequent-but-speed-critical execution path: https://youtu.be/KHlI5NBbIPY?si=VjFs7xVN0GsectHr https://youtu.be/KHlI5NBbIPY?si=VjFs7xVN0GsectHr