On Friday, 27 November 2015 at 23:26:27 UTC, karabuta wrote:
This question came into mind when I read this
http://www.makeuseof.com/answers/which-programming-language-is-used-to-build-a-financial-trading-platform/
D is awesome for HFT. I work in a small Quant + HFT firm (6
people) and we actually migrated our entire in-house trading
stack from C++ to D.
Reasons:
1. Writing low latency software is severely dependent on
tinkering and trying out hundreds of things to figure out what
works and what doesn't. D with its fast compile time and much
better error messages *really* helps here.
2. Compile time stuff. When shooting for low latency with a very
large set of features (eg: supporting multiple exchanges in
trading), D's compile time metaprogramming is so much easier than
C++ that the amount of code reused is significantly higher (all
without runtime cost).
3. Easier to write the same stuff than C++. 80% of trading code
is not performance critical. 20% is. D's GC and high level of
conviviality makes it so much easier to write the 80%
non-critical part. And when performance is needed, the GC can be
disabled and use manual memory management. Works like a charm.
I think these reasons would apply to many other fields (eg:
gaming?). I have experience with it in HFT and I vouch for D's
efficacy as a productive high-performance programming language.
Saurabh
