HRT's Python fork: Leveraging PEP 690 for faster imports • Hacker News Board

Re: HRT's Python fork: Leveraging PEP 690 for faster imports

#101

Post by fabioz » Sun, Aug 10, 2025, 10:19 PM UTC

Danjoe4 wrote: post #38

ActorNightly wrote: post #32

Earlier quoted context omitted.

>Python devs at HRT really know their stuff. Its a finance firm - i.e scam firm. "We have a fancy trading algorithm that statistically is never going to outperform just buying VOO and holding it, but the thing is if you get lucky, it could". Scammers are not tech people. And its pretty from their post. > In Python, imports occur at runtime. For each imported name, the interpreter must find, load, and evaluate the con…

Runtime imports are a maintenance nightmare and can quickly fragment a codebase. Static analysis of imports is so desirable that it is almost always worth the initialization performance hit. Tradeoffs.

Static analysis of imports should be solved by mypy (or your favorite static analyzer).

I guess you meant "run all imports at startup is desirable to check if they work", but I have a hard time agreeing with that (personally I think having a good test suite is needed, whereas running more code at startup is not wanted).

Re: HRT's Python fork: Leveraging PEP 690 for faster imports

#102

Post by ActorNightly » Mon, Aug 11, 2025, 4:53 PM UTC

benreesman wrote: post #91

nly wrote: post #79

Earlier quoted context omitted.

The top trading firms are firing off orders in double digit nanoseconds, not milliseconds. In some cases the order leaving the card starts to emerge before the packet containing the market data event that they're responding to has even finished arriving. Waiting for a full microsecond for the packet to arrive before responding means you're already too slow The speed game is essentially over

Doesn't the fact that a modern FPGA-centric (probably ASICs in the mix too at this point) hybrid NIC/order-parser/state-machine thing is rumored to be able to hit glass-to-glass of ~20-40ns mean that the speed game is hotter than ever? Do you mean that because it involves a lot of hardware design now? The days of being able to offer around the inside in C++ on a regulated securities exchange are over, but there's sti…

Thats all cool and all, but the major trading firms own properties that are all physically connected to the exchanges faster than any competitor in terms of physical location and routing.

No matter how fast you process the data, the ping difference of 1ms is going to be an advantage that you can never beat.

There is a reason why firms like HRT trade mostly in derivatives and futures.

Re: HRT's Python fork: Leveraging PEP 690 for faster imports

#103

Post by ActorNightly » Mon, Aug 11, 2025, 4:55 PM UTC

kristjansson wrote: post #86

ActorNightly wrote: post #33

Earlier quoted context omitted.

Those days are all over btw. Most trading firms are past the whole "beat the other guys to buy". Established large investment firms already have all that on lockdown in terms of infrastructure and influence to the extent where they basically just run the stock market at this point (i.e Tesla posts horrible quarter numbers, but stock goes up). Most of the smaller firms basically try to figure out the patterns of the l…

> i.e Tesla posts horrible quarter numbers, but stock goes up This is a non sequitur from who’s winning the HFT game

It sorta is. If big firms have an interest in pushing the stock up, they can.