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by vitalyd 3634 days ago
You should've made it explicit then that you're referring to slow HFT -- the post I was replying to drew no such distinction apart from saying the "extreme end" uses FPGAs. Obviously if young gen GC pauses aren't an issue, then there's nothing to talk about here but then I'd argue that's not really HFT, although I know the term is quite vague, and is no different than other types of systems. There are other issues with GC and garbage allocations, such as d-cache pollution, but I suppose no need to really discuss them given the type of system you're discussing.

I know you were throwing 250us out there as a pseudo example, but that's actually a very long time even outside of UHFT/MM.

Also don't forget that your trading daemons will be under a fire hose consuming marketdata, so beyond being able to tick-to-trade quickly, you need to be able to consume that stream without building up a substantial backlog (or worse, OOM or enter permanent gapping).