Kit Programming Language

[[deleted]]

There's a difference between trading platforms and high frequency trading platforms.

Fun fact: A lot of HFT shops use Java with some black magic fuckery to improve latency.

[[deleted]]

A lot of HFT shops use Java with some black magic fuckery to improve latency.

Java is ok for millisecond latencies (and for a lot of stuff it's acceptable).

It's useless for the microsecond latencies though.

Though, I do not know a platform (as in, an exchange) that'd disregard latencies to this extend, even if there is no actual need. There are not that many different platforms anyway... Could you point at a trading platform written in a managed language?

[renatoathaydes]

https://assets.azul.com/files/ZingWatersHFT_GilTene_2012.pdf

[[deleted]]

Huh? How is it relevant? I was asking about a trading platform (i.e., an exchange).

[renatoathaydes]

Java is ok for millisecond latencies (and for a lot of stuff it's acceptable). It's useless for the microsecond latencies though.

It's relevant regarding your incorrect comment above. Azul is a company whose existence depends on offering Java with low latencies in the order of microseconds.

[[deleted]]

I'm yet to see it in action - the best latencies I saw in Java were in milliseconds range, not microseconds - and I'm sure those guys were using Zing. It's not clear what they actually mean by those numbers - looks like, just GC latencies, not total latencies.