Technology stack for a high freq low lat trading system

[d000hg]

If that's a serious reply, how does that work exactly?

[SupremeSpod]

If that's a serious reply, how does that work exactly?

It is a serious reply.

We have a library of factories that manage pre-allocated objects. When these objects are no longer required they are handed back to the factory where they are "cleaned" for reuse.

It's a little more complicated than that but you get the general idea.

[d000hg]

Ah, I've seen similar things even in C... 'steal' all the memory at startup so you don't need to alloc/dellaoc it.

Thanks.

[SupremeSpod]

Ah, I've seen similar things even in C... 'steal' all the memory at startup so you don't need to alloc/dellaoc it.

Thanks.

Think "Singleton" pattern for your factories.

[VectraMan]

It is a serious reply.

We have a library of factories that manage pre-allocated objects. When these objects are no longer required they are handed back to the factory where they are "cleaned" for reuse.

It's a little more complicated than that but you get the general idea.

In other words, you're doing your own memory management because the built in system is deficient. May as well have just done it in C++ in the first place ;-).

[d000hg]

[De]Allocing memory all over the shop is bad in C/C++ too, hence C++ apps sometimes do similar things... when you're running this kind of thing you can't even trust the OS to do it right.

[SupremeSpod]

In other words, you're doing your own memory management because the built in system is deficient. May as well have just done it in C++ in the first place ;-).

Not when your customer wants it in Java.

Btw, I have developers who do that kind of thing for me now.

[SupremeSpod]

[De]Allocing memory all over the shop is bad in C/C++ too, hence C++ apps sometimes do similar things... when you're running this kind of thing you can't even trust the OS to do it right.

Never, ever trust the operating system.

[bilgehan]

[De]Allocing memory all over the shop is bad in C/C++ too

Yes it causes memory fragmentation, gave me too much headache in a previous job.

[doodab]

[De]Allocing memory all over the shop is bad in C/C++ too, hence C++ apps sometimes do similar things... when you're running this kind of thing you can't even trust the OS to do it right.

The OS generally doesn't do much more than allow you to ensure a range of addresses is actually backed by something e.g. brk, VirtualAlloc etc, although Windows does offer heaps.

What most programmers think of as memory management is done by the runtime and will be implemented in different ways by different dev tools and libraries. On solaris for example malloc() can resolve to one of several different implementations at runtime, and the implementation is likely different in different versions of visual studio as well.