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Ask HN: If you were building a HFT system today, what language would you use?

3 pointsbbryant7y ago9 comments

Back in 2003 I wrote my first high frequency trading system -- we used a mix of C and C#. Java was also a popular choice at that time.

Much has changed since then!

If you were building an order book or trading system today, what would be your goto language and why?

9 comments

8 comments · 3 top-level

wglb7y ago· 4 in thread

Lisp

bbryantOP7y ago

Lisp seems great for describing certain classes of trading algorithm, but what about the underlying platform?

wglb7y ago

Underlying platform? Since it does sockets nicely no need for more.

CyberFonic7y ago

Perhaps Common Lisp? But why and how?

wglb7y ago

Why not? It is at least as fast as Java has all the networking tools. Yes common lisp.

CyberFonic7y ago· 1 in thread

Golang. For performance with support for coroutines and garbage collection. The other choice would be C++ since tooling has improved greatly since 2003.

bbryantOP7y ago

Thanks -- yeah, Golang GC seems very performant.

synack7y ago

Ada/SPARK for anything that modifies a currency value, because safety is worth a few microseconds overhead.

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