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Java is better than C++ for high speed trading systems
11–20 of 483 posts
Re: Java is better than C++ for high speed trading systems
#12Trust in Rust.
Re: Java is better than C++ for high speed trading systems
#13C# even better! Discover your signals with Python and implement your order execution in C#.
Re: Java is better than C++ for high speed trading systems
#14This is not "why Java is better for fast things". It is not. This is "why Java is better", and the answer is "it usually is better because your programmers often suck".
You know, hedge funds can afford to hire, and in fact in many cases do hire, good programmers. So not every financial institution that uses java does so because its programmers suck.
Re: Java is better than C++ for high speed trading systems
#15When you write Java in a C like syntax : "Chronicle's system is built in what Lawrey describes as "C-like Java" and it's this that he encourages people to code low latency systems in." I guess very limited number of constructors, and most of all the methods are static. And they still struggle to find programmers that can code that way.
Avoiding allocations is the key part: "...we avoid all the garbage". I found the same is true when trying to write high performance Java UI code for Android. If you have to do something complex each frame, make sure to pre allocate or pool your objects. If the hot parts of the code are written in a C-like style, then the JIT and other optimizations can give you C-like performance. You'll still need to write C code if you want vector operations or other processor-specific functionality, but writing in C-like Java can give you C performance while still letting you interact with Java libraries & APIs.
Re: Java is better than C++ for high speed trading systems
#16I used to work on a high-speed messaging system built in Java, and garbage collection was a killer. No matter how much we tweaked the code and the GC parameters, and this eventually got escalated pretty high up in Sun itself, we'd get these occasional multi- minute pauses where the whole thing would just freeze up, buffers would fill and stuff would start dropping on the floor. This was over 10 years ago, so things m…
It definitely improved. The GC is the area where we see more work between the Java versions
Re: Java is better than C++ for high speed trading systems
#17"Chronicle's system is built in what Lawrey describes as "C-like Java" and it's this that he encourages people to code low latency systems in. "
Does anyone have any guidelines for this type of code?
Re: Java is better than C++ for high speed trading systems
#18While I might not agree with the conclusion of the OP, the performance of a programming language should be always paired with its "average" programmers. A lot of people tend to straw-man a language they dislike and iron-man (?) a language they like. For an average programmer, I think it might be possible that Java produces a more performant/maintainable code than C++.
Re: Java is better than C++ for high speed trading systems
#19So they want super efficient but safe code ... sounds like Rust.
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Re: Java is better than C++ for high speed trading systems
#20I used to work on a high-speed messaging system built in Java, and garbage collection was a killer. No matter how much we tweaked the code and the GC parameters, and this eventually got escalated pretty high up in Sun itself, we'd get these occasional multi- minute pauses where the whole thing would just freeze up, buffers would fill and stuff would start dropping on the floor. This was over 10 years ago, so things m…
It's changed quite a bit, with some of the biggest developments just in the last couple of years. It should still give you pause (depending on how time-critical) but now you have more choices in pause and more pause-knobs.