Comment by WorkerBee28474
3 days ago
It's already solved (by humans) for Java, which can now be used for HFT. It seems like it's possible to do for C#.
3 days ago
It's already solved (by humans) for Java, which can now be used for HFT. It seems like it's possible to do for C#.
Yes, this is the "LMAX Disruptor": https://lmax-exchange.github.io/disruptor/user-guide/index.h...
You can write only-stack-alloc or limited-alloc C#, and Microsoft have put a lot of work into it (Span etc); it's just a bit unidiomatic.
Mind you, the last time I had contact with HFT it was inside an FPGA context..
I think assumption of the gp is that while Fable might be impressive, even Fable would take a bit more (sarcastically meaning a lot more) than $200 of tokens to solve this quite serious problem.