On Friday, 26 May 2017 21:32:43 UTC+3, David Streckert wrote: > > This might be a silly question, but I’m going to ask anyway. I'm working > on a High-Frequency Trading program for educational purposes. I don’t > expect it to make money; it’s a fun project to learn about socket > programming. > > > It will be a single-threaded program running on one CPU that will “talk” > to two different API endpoints at a currency brokerage firm called Oanda. > Because the program will be single threaded, I don’t need to really take > advantage of Go’s concurrency support. > > > For a single-threaded/single CPU program, is there any reason to consider > Go instead of C when speed is the most important consideration? >
When speed is the most important consideration, then Go is not the best option... And, yes... C, C++, asm, Fortran, O'Caml are all better options in that case. But... I don't want to write asm nor Fortran (at least not most of the time)... Life's too short for that. Also, even if you build the fastest possible server to handle these things and you don't have a good location and have a 10ms latency... then the 0.001ms vs 0.03ms server computation won't make a big difference (probably). There's more to HFT than just the software. Is there anything you’d recommend I think about? Any information is > appreciated. > Think about what you want from this project, do you want to: 1. understand how low latency programming is done -- maybe using HFT isn't necessary to learn this 2. understand how trading apis work and are put together -- you could try slow trading instead 3. understand how predicting works -- you could analyse and try to predict on offline data 4. something else ... i.e. figure out what exactly you want to learn and use the best tool for the job... + Egon -- You received this message because you are subscribed to the Google Groups "golang-nuts" group. To unsubscribe from this group and stop receiving emails from it, send an email to golang-nuts+unsubscr...@googlegroups.com. For more options, visit https://groups.google.com/d/optout.
