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London Stock Exchange smashes world record trade speed with Linux

computerworlduk.com

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Re: London Stock Exchange smashes world record trade speed with Linux

#31

Post by rbanffy »

DrJokepu wrote: post #18
alphabeat wrote: post #13

Earlier quoted context omitted.

I believe it was the OS from memory. This was around the time Accenture lead development wasn't working out a few years ago.

I would be really surprised if it was the fault of the OS. I mean, Windows can be really fast, in the right hands, especially since they've introduced HTTP.SYS (parts of the HTTP server now run in kernel level). However, .NET being a garbage-collected, managed and JITted environemnt, it is maybe not the best tool for achieving these kind of response times reliably. Any serious and competent .NET developer would admit…

> especially since they've introduced HTTP.SYS (parts of the HTTP server now run in kernel level).

Isn't it something Red Hat did a long time ago that was widely regarded as a Very Bad Idea?

And why would you use HTTP in this scenario anyway?

Re: London Stock Exchange smashes world record trade speed with Linux

#32

Post by _grrr »

nozepas wrote: post #7

I'm sure they will notice much more benefits than just improved trading times. For example: improved infraestructure management, overall performance increase, fast patches for security bugs, and a long etcetera. Of course, as JoachimSchipper says, if the applications on top of the OS ar crap, a different OS won't solve the problem, but to have a good underlying OS is a good start.

And, due the the lower latency, they become a more attractive source of liquidity generating more incoming orders and more revenue.

Re: London Stock Exchange smashes world record trade speed with Linux

#33

Post by rbanffy »

rimantas wrote: post #19
nervechannel wrote: post #3

Normally I'd thoroughly welcome any news of large Linux-based systems replacing slower MS-based ones, but in this case... ... these days I can't help thinking "is faster really a good idea?"

My first thought after reading the title was: "Oh great, now they can trade faster than they can think". And then…

> now they can trade faster than they can think

They already do that. Now they are able to trade faster than their machines can think.

Re: London Stock Exchange smashes world record trade speed with Linux

#35

Post by sophacles »

DrJokepu wrote: post #18
alphabeat wrote: post #13

Earlier quoted context omitted.

I believe it was the OS from memory. This was around the time Accenture lead development wasn't working out a few years ago.

I would be really surprised if it was the fault of the OS. I mean, Windows can be really fast, in the right hands, especially since they've introduced HTTP.SYS (parts of the HTTP server now run in kernel level). However, .NET being a garbage-collected, managed and JITted environemnt, it is maybe not the best tool for achieving these kind of response times reliably. Any serious and competent .NET developer would admit…

.Net and newer windows have some really cool real-time features -- like deterministic garbage collection options, various per-thread priorities for scheduling, preemption and so on, making it a decent real-time platform. (for some definitions of real-time).

Re: London Stock Exchange smashes world record trade speed with Linux

#36

Post by DrJokepu »

rbanffy wrote: post #31
DrJokepu wrote: post #18

Earlier quoted context omitted.

I would be really surprised if it was the fault of the OS. I mean, Windows can be really fast, in the right hands, especially since they've introduced HTTP.SYS (parts of the HTTP server now run in kernel level). However, .NET being a garbage-collected, managed and JITted environemnt, it is maybe not the best tool for achieving these kind of response times reliably. Any serious and competent .NET developer would admit…

> especially since they've introduced HTTP.SYS (parts of the HTTP server now run in kernel level). Isn't it something Red Hat did a long time ago that was widely regarded as a Very Bad Idea? And why would you use HTTP in this scenario anyway?

I don't know why it didn't work out for Red Hat but it works quite well on Windows. And honestly I don't know whether they use(d) HTTP or not, but given that HTTP is dead simple and as lightweight as a protocol could get, maybe it wouldn't be such a bad idea to use it for exchanging messages in this scenario.

Re: London Stock Exchange smashes world record trade speed with Linux

#37

Post by [deleted] »

lrm242 wrote: post #29
[deleted] wrote: post #27

Earlier quoted context omitted.

[deleted]

Go read the website I linked to. NASDAQ publishes their methodology. I'll quote it for you here: OUCH Measurements of Order Latency * The time it takes to accept, process, and acknowledge or fill an order. * Measured as the complete round trip for an order or cancel transaction leaving a customer network port, through the co-lo network and application firewalls to the matching engine and back. * Measured in the produ…

[deleted]

Re: London Stock Exchange smashes world record trade speed with Linux

#38

Post by ergo98 »

They replaced one software package (a custom solution by Accenture) with another (a company they bought, as an aside, for a solution that they now sell: Ergo, take their claims with a grain of salt).

Drawing assumptions about underlying systems is speculative and somewhat ignorant.

Re: London Stock Exchange smashes world record trade speed with Linux

#40

Post by SpikeGronim »

ashish01 wrote: post #34

This makes me wonder how, in mission critical and real time systems like LSE, they maintain a balance between being ACID and fast. Does any of these transactions ever touch the disk ? If not, how do they handle machine failures ?

I think systems like this use a lot of RAM. You can afford it when you're a stock exchange. You can get high availability from a RAM store if you replicate it over multiple machines and react quickly to machine failures. Then you keep a commit log on disk that's append only and avoids seeking.
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