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Jane Street is one of the few companies which are betting heavily on OCaml, it makes sense to go all functional in the high frequency trading world I guess. It'
by hoggle 12y ago
Jane Street is one of the few companies which are betting heavily on OCaml, it makes sense to go all functional in the high frequency trading world I guess. It's purportedly been C/C++ for most of that industry, probably not the best toolset for keeping error rates low in a complex environment. Fascinating to read how far beyond language decisions they need to think to shield themselves against outages (and competitors?).
I did a little bit of experimentation with OCaml by playing with bitcoin exchange APIs during the China boom some months ago, but I unfortunately didn't push further to a point where I'd be using Jane Street's open source libraries. It still was very interesting and IMHO totally worth it if not just for the functional programming practice.
Relevant video on how OCaml gets used at Jane Street:
https://www.youtube.com/watch?v=hKcOkWzj0_s https://www.youtube.com/watch?v=hKcOkWzj0_s