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Re:Beware of Fast-Math by kolbe on Saturday May 31, 2025 @11:53AM (#44145068)
All your price field messages are sent to the exchange and back via fixed point, so you are using fixed point for at least some of the process (unless you're targeting those few crypto exchanges that use fp prices).

If you need to be extremely fast (like fpga fast), you don't waste compute transforming their fixed point representation into floating.

Re:Beware of Fast-Math by djrj477dhsnv on Saturday May 31, 2025 @12:42PM (#44145418)
Sure, string encodings are used for most APIs and ultra HFT may pattern match on the raw bytes, but for regular HFT if you're doing much math, it's going to be floating point math.
Re:Beware of Fast-Math by kolbe on Sunday June 01, 2025 @11:21AM (#44151540)
We might have different definitions of "HFT"