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by mraza007
2228 days ago
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I think Jane Street is using OCaml I’m not sure why did they decided to go with functional programming even though most popular firms are still using C/C++
Do you think using functional programming might have advantage over these programming languages Just curious to find out |
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I'm very torn on this. I've used Rust to quickly prototype things that I think could be used I prod. It's fine. In some places it is better than what we had for C++, in most places it is very similar for experienced devs. I don't think Rust let me complete my code any quicker than if I had done it with standard C++ tooling.
The main issue I see with something other than C++ is compiler maintenance. gcc and clang generate very good code. There exists a good body of well optimized C++ for various use cases (various kinds of latency and throughput). It takes a lot of commitment to maintain and extend a compiler to keep it on par with gcc/clang and also still maintain a good stdlib for trading.
I think a huge benefit of owning your compiler in a functional language would be easier/better codegen, particularly the ability to sidestep some of the shittier hardware languages with a better DSL (since you already have some compiler and tooling expertise in-house). This matters at lot for HFT since at the most critical places, you want to use FPGAs or better.