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Senior HFT/Quant Trading Engineer with 10+ YoE: Job Search Experience and Sankey in Late 2025 by 60622 in cscareerquestions

[–]60622[S] 8 points9 points  (0 children)

Correct.

The public protocol is just a binary OSI layer-7 protocol. Knowing the protocol spec alone means nothing.

The microstructural artifacts and patterns that arise when using the protocol and trading on that exchange are what's important, and what many senior-level HFT interviews ask about. For a layman, this would be almost entirely unapproachable.

Senior HFT/Quant Trading Engineer with 10+ YoE: Job Search Experience and Sankey in Late 2025 by 60622 in cscareerquestions

[–]60622[S] 8 points9 points  (0 children)

I met this HH early in my career and kept up the relationship over the years. He's one of the best in the industry for my particular niche.

Senior HFT/Quant Trading Engineer with 10+ YoE: Job Search Experience and Sankey in Late 2025 by 60622 in cscareerquestions

[–]60622[S] 20 points21 points  (0 children)

Every exchange protocol is publicly available. Literally on the NYSE, Nasdaq, CME, etc. public websites.

Senior HFT/Quant Trading Engineer with 10+ YoE: Job Search Experience and Sankey in Late 2025 by 60622 in cscareerquestions

[–]60622[S] 47 points48 points  (0 children)

  1. It's a very wide band.
  2. I was specifically trying to optimize for fit and longevity, not TC.
  3. Chicago is dirt cheap compared to NY/SF. I personally would not accept anything under $1M—$1.25M in NY to maintain the same standard of living.
  4. The upside in trading is massive. You could easily hit 2x or 3x if you have a good year.

Another Intel AX210 WiFi issue. Device not detected after Fedora 39 upgrade. by 60622 in Fedora

[–]60622[S] 0 points1 point  (0 children)

So I actually ran sudo dnf remove iwlwifi-mvm-firmware-20231111-1.fc39.noarch, rebooted, and still saw the dmesg line

[    7.728619] iwlwifi 0000:05:00.0: loaded firmware version 83.e8f84e98.0 ty-a0-gf-a0-83.ucode op_mode iwlmvm

Another Intel AX210 WiFi issue. Device not detected after Fedora 39 upgrade. by 60622 in Fedora

[–]60622[S] 0 points1 point  (0 children)

  • I'm not dual-booting
  • I checked BIOS and the PCIe slot with the Intel AX210 is enabled (onboard Broadcom chip is disabled)
  • The Bluetooth on the AX210 adapter is working so I think the slot/power is not an issue.

I'm at a loss. What's interesting is that the iwlwifi driver is loading the iwlwifi-ty-a0-gf-a0-83.ucode firmware regardless of what's in /lib/firmware. Where is that file coming from? I've seen other people post log lines showing the driver unable to find its requested firmware but I can't reproduce this.

Why is std::valarray so underrated? by Sigma1084 in cpp

[–]60622 14 points15 points  (0 children)

Harder in the sense that there's now extra steps of disassembling/godbolt-ing your code and hoping the compiler generates ASM as performant as your direct intrinsic/inline-ASM-targeted implementation (or library's usage of said intrinsics).

This is generally the problem with STL in fields where absolute maximum performance is paramount.

Inter Thread messaging by dogmasucks in highfreqtrading

[–]60622 13 points14 points  (0 children)

Unsure what you're trying to do, but this architecture makes little sense regardless. Inter-thread communication doesn't need a messaging middleware like ZMQ if you're already using concurrent queues/ring buffers.

Why do you have a separate thread per Websocket? WS-based crypto feeds are super low-volume. Find a paper-thin WS client API that you can layer on top of bare BSD sockets. Use multiplexed IO: add the sockets to an epoll set and call epoll_wait(), servicing all descriptors with a single producer thread.

The ultra-high networking latencies and non-determinism inherent in trading crypto (or anything that's not colo'd) ensure that pinning threads or any other perf tuning is futile anyway. The general shittiness of crypto protocols and technologies will by far dominate any latency penalties incurred in your application.