Chapter 9: Java and JVM for Low-Latency Systems
When people think about high-frequency trading (HFT), Java does not often come to mind. The Java virtual machine (JVM) warm-up, the fact that it is running on a virtual machine, and the infamous garbage collector have been big deterrents for programmers. However, if you smartly understand those limitations and code, Java can be used in a low-latency environment. You will then be able to benefit from all the advantages that come with Java:
- A very active and deep offering of free third-party libraries.
- Write it once, and compile and run it everywhere.
- Greater stability, avoiding the infamous segmentation fault due to bad memory management.
In this chapter, you will learn how to tune Java for HFT. The performance at runtime is largely based on the performance of the JVM. We will explain in depth how to optimize this critical component.
We will cover the following topics:
- Garbage collection
- JVM warm...
