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

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

#341

Post by erikerikson »

Karellen wrote: post #193
angry_octet wrote: post #75

Earlier quoted context omitted.

The worst (messiest, laziest and most chaotic) engineer I know works at a brokerage, coding obscenely large and unreliable edifices (and in a number of languages, from C++ to Excel+VB)... He does what he is asked, and doesn't worry about telling them what they need. They never demand code that doesn't crash, they see that as a fact of life, and developers are an overhead. Basically someone else owns the risk, the bro…

^^This^^ is why you shouldn't call software developers "engineers" (disclaimer, am software developer). "No-one ever explicitly specified that the bridge shouldn't fall down and kill everyone who was on it at the time", said no engineer, ever.

I would suggest that some in the field are developers while others are engineers. The former write some code that does what they tested it for, the latter designed code to account for every detail. The former thinks it does the job the latter knows. The former rushes through while the latter codes in ways that avoids redundant busy work to allow for the higher up front investment. The former slows over time as they slog through the "ball of mud" they call inevitable while the latter increasingly gains and shares insight on the deeper problems being solved and the opportunities afoot.

TL;DR: I think the extent to which we are engineers is a choice we individually make.

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

#342

Post by RestlessMind »

Karellen wrote: post #193
angry_octet wrote: post #75

Earlier quoted context omitted.

The worst (messiest, laziest and most chaotic) engineer I know works at a brokerage, coding obscenely large and unreliable edifices (and in a number of languages, from C++ to Excel+VB)... He does what he is asked, and doesn't worry about telling them what they need. They never demand code that doesn't crash, they see that as a fact of life, and developers are an overhead. Basically someone else owns the risk, the bro…

^^This^^ is why you shouldn't call software developers "engineers" (disclaimer, am software developer). "No-one ever explicitly specified that the bridge shouldn't fall down and kill everyone who was on it at the time", said no engineer, ever.

I guess the key reason why software developers are not engineers is that there is no barrier to entry. If a necessary requirement to build a bridge is to hire a certified Civil Engineer who has undergone the necessary ethics and reliability training, then you have no choice but to pay up for that certification cost. You can't outsource that work to Eastern EU or Asia or hire another one willing to "hack" the bridge to deliver it on your tight timeline.

On the other hand, if someone takes software reliability seriously, either they are going to burn themselves out to meet the crazy deadlines or are going to "not deliver on time", in which case they will be replaced by someone who can "get shit done" cheaper and faster.

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

#343

Post by RestlessMind »

Enginerrrd wrote: post #252
levosmetalo wrote: post #228

Earlier quoted context omitted.

"I need that bridge yesterday. If my army doesn't cross the river today, we are all dead. I don't care if the bridge collapse tomorrow, or if the rain wear it down, as long as I can use it today." If it's your job to do what is requested from you, then you do it. It's not like having brittle unmaintainable code is morally wrong. It's not engineers responsibility to judge use case of the customer paying for the bridge…

>It's not engineers responsibility to judge use case of the customer paying for the bridge. Actually yes, yes it is! I am a civil engineer and there's a standard of ethics and personal responsibility among engineers that is very, very high. When we graduate, most engineers participate in a ring ceremony. They get a funny, angled ring on their right pinky. It was originally made from the metal from a bridge that fell…

> I am a civil engineer and there's a standard of ethics and personal responsibility among engineers that is very, very high.

And that is because no one can just go to a 6-month bootcamp and call themselves a Civil engineer. And even if they did, no one would hire them or the employer would go to jail.

If we want Software Engineering to be as rigorous as other Engineering disciplines, we need to erect similar barriers to become a Software Engineer.

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

#344

Post by arthurcolle »

vgatherps wrote: post #73
arthurcolle wrote: post #60

Earlier quoted context omitted.

I thought the actual approach taken these days is to disable GC for any JVM based trading systems and use arena based architectures or similar for application where you need super low latency, like a LOB mirror or execution engine, no?

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…

Thanks for the insights - I must admit I only briefly ever even used Java so I am not an expert. Do you have any recommendations for documents or a PDF that covers the JVM memory model and scheduler in any depth that makes it appropriate, possibly with applications to hard-realtime systems?

Again, thanks for the response, this was insightful and I'd love to learn more.

Also, an aside - do you have any thoughts on the use of Rust in these same systems? It's a little bit more bleeding edge, but I'm curious to hear an expert's thoughts!

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

#345

Post by throw93232 »

levosmetalo wrote: post #228
Karellen wrote: post #193

Earlier quoted context omitted.

^^This^^ is why you shouldn't call software developers "engineers" (disclaimer, am software developer). "No-one ever explicitly specified that the bridge shouldn't fall down and kill everyone who was on it at the time", said no engineer, ever.

"I need that bridge yesterday. If my army doesn't cross the river today, we are all dead. I don't care if the bridge collapse tomorrow, or if the rain wear it down, as long as I can use it today." If it's your job to do what is requested from you, then you do it. It's not like having brittle unmaintainable code is morally wrong. It's not engineers responsibility to judge use case of the customer paying for the bridge…

Dont argue with that. There is common trend to blame poor managerial decisions on lower level developers. just shows how crooked system is.

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

#346

Post by patrec »

fishermanbill wrote: post #294
patrec wrote: post #92

Earlier quoted context omitted.

Sure, as long as your non-garbage-collected language from ten years ago had memory safety (and general lack of UB footguns), first class IDE support, excellent introspection and profiling facilities and a large potential hiring pool of elite programmers and wide acceptance in the industries you were trying to sell into.

Why is it you think most major programs are built using C++? Most OS's, most drivers, most browsers, most games, most major applications, most compilers, most servers etc etc.

C++ completely dominates games, browsers (and a few things you don't list, such as competitive programming). It is certainly not marginal in the other areas you list either, but were do you get the weird idea that most operating systems and drivers are written in C++ (let alone most compilers, servers or "major applications")? Unix has completely won the OS market (what percentage of OS installs these days are unix derivatives? 99%+?) and I can't think of a single one that is predominantly or at all written in C++. Apart from lacking a browser, I'd be surprised if you couldn't run a fully functional linux desktop after deleting every single C++ application and library on your system.

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

#347

Post by throwaway_dcnt »

sakex wrote: post #314
scatters wrote: post #124

Earlier quoted context omitted.

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…

I've never seen that, how do you do it? Also, how do you deal with VM and scheduling?

In addition to the peer comments, using JNI, these facilities can also be availed in Java. Chronicle queue does this.

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

#348

Post by aweinstock »

chrisseaton wrote: post #229
masklinn wrote: post #177

Earlier quoted context omitted.

What do you mean by “virtual object”, an object which has been broken up on the stack instead of a “real” object living as a single entity on the heap?

> What do you mean by “virtual object”, an object which has been broken up on the stack instead of a “real” object living as a single entity on the heap? Yes... but let's not say 'broken up on the stack' - the object's fields become dataflow edges. The object doesn't exist reifed on the stack - fields may exist on the stack, or in registers, or not at all.

LLVM calls the process of breaking a struct/object into dataflow variables "Scalar Replacement of Aggregates".

https://llvm.org/doxygen/classllvm_1_1SROA.html#details

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

#349

Post by fakedang »

Geminidog wrote: post #127
bra-ket wrote: post #61

C++ is a fantastic language but it somehow attracts people with big ego. The smartest people I know would always try to simplify things, but many C++ developers (especially in financial industry) have this preference for complexity I can't explain. And C++ is the worst language to get clever with.

I switched to C++ after years of doing web development in python, javascript and typescript, go and other high level languages associated with web dev. You're not wrong, the ego among C++ devs is astronomical. There's a huge amount of serious hate for python and this idea that being a C++ dev is superior. Get this we use Nix and C++ and the nix part of the code base is just as complex as the C++ code base. The nix st…

I started with coding in C++, and tbh, I've only had a certain unique appreciation for Python. Both have their use cases, and comparing them is like comparing apples and oranges.

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

#350

Post by ryandrake »

sorokod wrote: post #326
Karellen wrote: post #193

Earlier quoted context omitted.

^^This^^ is why you shouldn't call software developers "engineers" (disclaimer, am software developer). "No-one ever explicitly specified that the bridge shouldn't fall down and kill everyone who was on it at the time", said no engineer, ever.

There may be reasons for not calling software developers engineers but this is not one of them. The software "bridge" in this case has the following properties: 1. It can be rebuilt in a matter of hours by a single person. 2. The customers that ordered the bridge are also the people on the bridge and are totally fine with the bridge crashing on them from time to time.

#2 was the most frustrating thing (to me) about writing software, and ultimately what got me to move out of coding over to other areas of the business. This universal acceptance of low quality and crashing. You always have the classic "Schedule, cost, quality, pick 2" tradeoff, and 99 out of 100 places you'll work will throw quality under the bus when push comes to shove.

I remember the exact turning point. We had a super buggy Windows application that had tons of crashes in it. Instead of root causing each crash and fixing them, I was asked to simply write a launcher app that sat in the background, waited for the application to crash, then re-launch it. That was the great solution. And it was totally acceptable to the customer. Arghhhhh! I remember thinking: I didn't spend four years in university to shit this kind of finished product out.

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