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

3 points by bbryant ↗ HN
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?

10 comments

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wglb
Lisp
bbryant
Lisp seems great for describing certain classes of trading algorithm, but what about the underlying platform?
wglb
Underlying platform? Since it does sockets nicely no need for more.
bbryant
Yeah -- I can see what you're getting at.
CyberFonic
Perhaps Common Lisp? But why and how?
wglb
Why not? It is at least as fast as Java has all the networking tools. Yes common lisp.
CyberFonic
Golang. For performance with support for coroutines and garbage collection. The other choice would be C++ since tooling has improved greatly since 2003.
bbryant
Thanks -- yeah, Golang GC seems very performant.
synack
Ada/SPARK for anything that modifies a currency value, because safety is worth a few microseconds overhead.
[dead] glyphy17
Human language with traders and brokers on phones