Java is better than C++ for high speed trading systems

Post by toolslive » Thu, Nov 26, 2020, 12:14 PM UTC

chrisseaton wrote: post #140

bboygravity wrote: post #108

Earlier quoted context omitted.

Am I understanding correctly that those firms really really care about latency & have unlimited money & chose C++/JAVA with a standard off-the-shelve compiler + an OS and/or JVM?? If you'd really really care about latency and have the resources, wouldn't it be more effective to just go bare metal? Bare metal as in: no OS (talk to the hardware registers directly from code), possibly a custom compiler, use all the rele…

I don’t know what you think the practical benefit of running with no OS is?

    - raw, unshared access to devices.
    - no more interrupts.

Post by wolf550e » Thu, Nov 26, 2020, 12:16 PM UTC

chrisseaton wrote: post #138

vgatherps wrote: post #73

Earlier quoted context omitted.

Yeah, basically everything has to be that way. At the super fast speeds you start running into things like: * why won’t the devirtualizer trigger? * these object headers are sure wasting a lot of cache * there’s a lot of forced pointer indirection And you just end up spending vast amounts of time and effort trying to shave off those few microseconds you’re wasting in the JVM. Once you add in all the effort trying to…

What do you mean by ‘devirtualizer’ and why would you want that triggered? Sounds like something you wouldn’t want to trigger?

Post by funcDropShadow » Thu, Nov 26, 2020, 12:18 PM UTC

scatters wrote: post #124

bboygravity wrote: post #108

Earlier quoted context omitted.

Am I understanding correctly that those firms really really care about latency & have unlimited money & chose C++/JAVA with a standard off-the-shelve compiler + an OS and/or JVM?? If you'd really really care about latency and have the resources, wouldn't it be more effective to just go bare metal? Bare metal as in: no OS (talk to the hardware registers directly from code), possibly a custom compiler, use all the rele…

I don't know about java, but when using c++ you can use the OS to start the program, set up the hardware mappings and then move it to an isolated core where you talk to the hardware directly without ever issuing a system call. Compilers already offer flags to optimize for specific processor generations (and use the newly available instructions); you aren't going to be able to do better than that with a custom compile…

Post by masklinn » Thu, Nov 26, 2020, 12:20 PM UTC

chrisseaton wrote: post #162

vgatherps wrote: post #158

Earlier quoted context omitted.

The devirtualizer (maybe this is the wrong JVM terminology, it’s basically what clang/GC call it) is part of the optimizer which sees that you have a virtual function call (like most in Java) where there is a unique caller, so you can replace the virtual call with a direct one and possibly inline it. In the JVM I think this can only be done speculatively (you have to double check the type), but it still matters.

Ah right yes conflict of terminology. In the JVM devirtualising means making a virtual object a full object again, so the opposite of what you want to be happening. I don't think the JVM really names the optimisation you're talking about, but it does do it, through either a global assumption based on the class hierarchy, or an inline cache with a local guard.

Post by masklinn » Thu, Nov 26, 2020, 12:23 PM UTC

2sk21 wrote: post #169

simonh wrote: post #110

Earlier quoted context omitted.

A pause is still a pause though. One system I know of had a solution. Throw in a huge amount of RAM on the server and delay garbage collection until end of day.

Interesting but doesn't allocation get slower as the heap increases?