Summary
This chapter showed that JVM eases software developers' lives but impedes a trading system's performance. We demonstrated that by understanding how the JVM behaves under the hood, following good coding practice, and tuning the JVM, we could use Java as a serious programming language candidate for HFT. We studied in detail how to measure performance with Java. We know that measuring the execution time is the only evidence that code performs better after optimization. As we did with C++, we introduced high-performance data structures helping to get a performant code. We combined these data structures with the use of threads and thread pools. We concluded by discussing logging and database access, which are vital in HFT.
C++ and Java are the most used languages in HFT. The next chapter will talk about another programming language: Python. We will see how Python can be used in HFT and run fast using external libraries.
