Low latency programming

Question

I\'ve been reading a lot about low latency financial systems (especially since the famous case of corporate espionage) and the idea of low latency systems has been in my mind ev

Answer 1

I would like to give some comments about Low Latency Programming. Currently I have more than 5 years of experience in developing low latency and high execution engines in financial software.

Is it necessary to understand what is latency?

Latency means it needs time to complete your process. It does not necessarily depend on the development tools you are using, like java,c++,.net etc., it depends on your programming skills, and system.

Suppose you are using java but one mistake by you can make a delay in process. For example you have developed a trading application in which on every price refresh you call some functions and so on. This can result in extra variables, unnecessary memory use, unnecessary loops which may cause delay in process. Same application developed in .net may perform better than the java if the developer cared about the above mistakes.

It also depends on your server system, like multi processor system may perform well if your application is multithreaded.