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Re:What interns wrought at Jane Street (2018) by ftxbro on Friday June 02, 2023 @04:08PM (#36170093)
me and the bros squeezing out every microsecond in the zero sum gladiatorial arena
Re:What interns wrought at Jane Street (2018) by CamelCaseName on Friday June 02, 2023 @04:09PM (#36170101)
Were you really though... ftxbro?
Re:What interns wrought at Jane Street (2018) by ftxbro on Friday June 02, 2023 @05:07PM (#36170754)
I'll fuckin do it again
Re:What interns wrought at Jane Street (2018) by nly on Friday June 02, 2023 @05:23PM (#36170924)
Table stakes in the high frequency arena is more like 100ns tick to trade.
Re:What interns wrought at Jane Street (2018) by nunez on Friday June 02, 2023 @04:33PM (#36170391)
TCP/IP Illustrated is such a good book! This post reminded me to re-read it.
Re:What interns wrought at Jane Street (2018) by nly on Friday June 02, 2023 @05:22PM (#36170911)
I doubt they plan to just use it to talk in-house. At low latency trading shops almost all internal systems carrying market data or order entry flow avoid using IP/TCP. Everything will either be on a single box, with different processes pinned to different cores busy-spinning over IPC, or perhaps some kind of reliable UDP stream if a network hop is needed.

TCP is still used everywhere when it comes to talking to brokers and exchanges though. Even if you're jacked straight in to the NASDAQ with an FPGA you're still shooting TCP packets over the cross-connect.

Re:What interns wrought at Jane Street (2018) by touisteur on Saturday June 03, 2023 @09:11AM (#36176409)
Not to mention, I guess it's far easier to implement checkpoint/restore than the hoops libsoccr makes you jump through.

And also to put it on top of DPDK :-)

Re:What interns wrought at Jane Street (2018) by jobhdez on Friday June 02, 2023 @08:26PM (#36172500)
Implementing tcp sounds like a lot of fun!