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dmkolobov | 8 months ago

Is that really a viable solution for a timeframe of 6+ hours?

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jitl|8 months ago

Sure, if you know how much you allocate per minute (and don’t exceed your budget) you just buy enough RAM and it’s fine.

ackfoobar|8 months ago

This will decrease performance because of reduced locality. Maybe increased jitter because of TLB misses.

mayoff|8 months ago

(this comment was off topic, sorry)

mardifoufs|8 months ago

I think it is, but to be clear I think (from my very limited experience, just a couple of years before leaving finance, and the people with more experience that I've talked with) that c++ is still a lot more common than any GC language (typically java, since OCaml is even rarer). So it is possible, and some firms seem to take that approach, but I'm not sure exactly how besides turning off GC or very specific GC tuning.

Here is a JVM project I saw a few years back, I'm not sure how successful the creators are but they seem to use it in actual production. It's super rare to get even a glimpse at HFT infra from the outside so it's still useful.

https://github.com/OpenHFT

spooneybarger|8 months ago

Yes. It is a very common design pattern within banks for systems that only need to run during market hours.

iainctduncan|8 months ago

I talk about doing this in an audio context and get met with raised eyebrows, I'd love some references on others doing it, if anyone can share!

logicchains|8 months ago

You can just add more RAM until it is viable.