Re:Java is better than C++ for high speed trading systems
by howlgarnish on Thursday November 26, 2020 @03:43AM
(#25218118)
Pretty much the latter: it was initially architected for 1x volume, but ended up handling 100x what was originally anticipated. So the engines were rebuilt a few times while the plane was in flight. As a bonus, while in production the system had to run 24x7 and upgrades were a fairly fraught manual affair involving hours of testing on the customer side.
The other major complication was that this was doing a lot of complicated protocol conversion, so it wasn't enough for the core message processing & routing to be solid and leak-free, all the input parsers and output converters had to be too.
The other major complication was that this was doing a lot of complicated protocol conversion, so it wasn't enough for the core message processing & routing to be solid and leak-free, all the input parsers and output converters had to be too.