|
|
|
|
|
|
by emidln
2228 days ago
|
|
|
Jane Street has some blog posts talking about why they chose OCaml. 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. |
|
|
What are those used for? I only did slower signal trading bots and this sounds interesting as I make hardware as well.