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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

#381

Post by junon »

bigbubba wrote: post #371
lmilcin wrote: post #357

Let me put my perspective on this. As it happens, I have developed one algorithmic, low latency trading system in Common Lisp / ANSI C, and then was asked to rewrite it in Java which I did. It actually traded on Warsaw Stock Exchange and was certified by WSE and was connected directly to it (no intervening software). Yes, it is possible to do really low latency in Java. My experience is my optimized Java code is abou…

Was a specialized real-time JVM used for this? I know real time isn't necessarily low latency, but it sounds like both are desired properties in this sort of situation.

Realtime and low latency are two different properties. Realtime systems have timing concerns and can oftentimes be slower than non-realtime systems.

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

#382

Post by aldanor »

jandrewrogers wrote: post #313
aldanor wrote: post #256

Earlier quoted context omitted.

From what perspective exactly is Rust a middle ground Java and C++?

Rust improves on Java in that it doesn't have a GC, so no pauses, and the code gen is similar to C++ in terms of performance. Rust is worse than C++ in that it struggles to express some idiomatic high-performance code architectures, such as using DMA for I/O, because they violate axioms of Rust's memory safety model, or in other cases because Rust currently lacks the language features. To make it work in Rust require…

Hm... unsafe {} + use pointers and you're back to c++-style? You've had unsound code in one language, now you have unsound code in other language, how come it's suddenly worse other than having to type unsafe explicitly?

I've done my fair share of C++, including low latency stuff, and in the grand scheme of things I'd say "expressiveness of C++" is completely overshadowed by its complexity and occasional ambiguity, lack of proper type system and proper generics, lack of proper module system, lack of dependency tracking, lack of a unified build systems, etc. I'm not exactly sure what you mean by expressiveness though.

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

#383

Post by bigbubba »

zanellato19 wrote: post #323
Karellen wrote: post #269

Earlier quoted context omitted.

The point isn't that bridges never fall down. The point is that engineers who build bridges know that it's their responsibility to do everything in their power to make sure it doesn't, even if no-one else around them seems to care about that, or specifically asked for it. That they should walk away from a project rather than sign off on one where they will not have the resources or support to do a competent job. That…

> The point isn't that bridges never fall down. The point is that engineers who build bridges know that it's their responsibility to do everything in their power to make sure it doesn't, even if no-one else around them seems to care about that, or specifically asked for it. That they should walk away from a project rather than sign off on one where they will not have the resources or support to do a competent job. Th…

A thief thinks every man steals. An apathetic engineer thinks all engineers share his apathy.

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

#384

Post by DC-3 »

lmilcin wrote: post #357

Let me put my perspective on this. As it happens, I have developed one algorithmic, low latency trading system in Common Lisp / ANSI C, and then was asked to rewrite it in Java which I did. It actually traded on Warsaw Stock Exchange and was certified by WSE and was connected directly to it (no intervening software). Yes, it is possible to do really low latency in Java. My experience is my optimized Java code is abou…

So Java is nearly as low-latency as C if you're willing to write your Java as if it were C?

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

#385

Post by ByteJockey »

DC-3 wrote: post #384
lmilcin wrote: post #357

Let me put my perspective on this. As it happens, I have developed one algorithmic, low latency trading system in Common Lisp / ANSI C, and then was asked to rewrite it in Java which I did. It actually traded on Warsaw Stock Exchange and was certified by WSE and was connected directly to it (no intervening software). Yes, it is possible to do really low latency in Java. My experience is my optimized Java code is abou…

So Java is nearly as low-latency as C if you're willing to write your Java as if it were C?

You're really just paying for the jvm overhead at that point. 20-30% seems in the right ballpark.

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

#386

Post by lmilcin »

junon wrote: post #381
bigbubba wrote: post #371

Earlier quoted context omitted.

Was a specialized real-time JVM used for this? I know real time isn't necessarily low latency, but it sounds like both are desired properties in this sort of situation.

Realtime and low latency are two different properties. Realtime systems have timing concerns and can oftentimes be slower than non-realtime systems.

This is not strictly true.

Realtime means processing of at least some of the events and tasks in your application must be completed before a set deadline. For example, coin acceptor that detects what kind of coin you dropped in has x milliseconds to figure out if the coin is to be accepted or not. If it can't do it within the time you get unhappy customer.

Realtime systems don't have to be very performant, but they don't have something like 99th percentile latency shooting up. All events must be processed within deadline.

Low latency systems are soft realtime PLUS performance.

In a low latency trading system you have to respond to market within a deadline to have a chance to do something useful but if you don't normally it doesn't mean lives are lost, metal is bent, etc.

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

#387

Post by vbezhenar »

lmilcin wrote: post #357

Let me put my perspective on this. As it happens, I have developed one algorithmic, low latency trading system in Common Lisp / ANSI C, and then was asked to rewrite it in Java which I did. It actually traded on Warsaw Stock Exchange and was certified by WSE and was connected directly to it (no intervening software). Yes, it is possible to do really low latency in Java. My experience is my optimized Java code is abou…

Sounds like it should be possible to wrap it all into some kind of library and set of guidelines. On a positive side you probably could have much more confidence in Java code, because lots of boring and hard to debug memory errors just not possible (but may be C professionals don't do those errors?).

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

#388

Post by lmilcin »

DC-3 wrote: post #384
lmilcin wrote: post #357

Let me put my perspective on this. As it happens, I have developed one algorithmic, low latency trading system in Common Lisp / ANSI C, and then was asked to rewrite it in Java which I did. It actually traded on Warsaw Stock Exchange and was certified by WSE and was connected directly to it (no intervening software). Yes, it is possible to do really low latency in Java. My experience is my optimized Java code is abou…

So Java is nearly as low-latency as C if you're willing to write your Java as if it were C?

It can be done. It is just not very practical, you are better off writing C.

The only situation I can think of where Java would be right fit is where you have an application with a lot of logic and just a small part that needs to be highly optimized.

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

#389

Post by melenaboija »

epage wrote: post #185
Geminidog wrote: post #127

Earlier quoted context omitted.

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 worked at a large C++ shop (the kind that maintains a stdlib fork) and never saw them looking down at Python.

That is because maybe it did not make sense to them to look up or down. To me it is like comparing a synthetizer to a violin and try to say which one is better.
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