Walter's DConf 2014 Talks - Topics in Finance

Russel Winder russel at winder.org.uk
Sat Mar 22 04:46:32 PDT 2014


On Sat, 2014-03-22 at 00:39 +0000, bearophile wrote:
> TJB:
> 
> > Why a tough sell?  Please explain.
> 
> That code must always be hard-real time. So a GC is allowed only 
> during startup time (unless it's a quite special GC), hidden heap 
> allocations are forbidden, data access patterns need to be 
> carefully chosen, you even have to use most of the hot part of 
> the stack, etc.

Not entirely the case. Yes the ultra-high-frequency traders tend to be C
++ and hard real time with no operating system scheduler active. However
there are a number of high frequency trading systems using the JVM with
the G1 garbage collector since actually only soft real time is needed
for the trading they are doing.

It is also worth pointing out the LMAX Disruptor which is a lock-free
ring buffer based framework used to create dealing platforms on the JVM.
They outperform any other trading platform still. 
 
-- 
Russel.
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