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Developing High-Frequency Trading Systems

You're reading from   Developing High-Frequency Trading Systems Learn how to implement high-frequency trading from scratch with C++ or Java basics

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Product type Paperback
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Length 320 pages
Edition 1st Edition
Languages
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Authors (3):
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Sebastien Donadio Sebastien Donadio
Author Profile Icon Sebastien Donadio
Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Romain Rossier Romain Rossier
Author Profile Icon Romain Rossier
Romain Rossier
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Toc

Table of Contents (16) Chapters Close

Preface 1. Part 1: Trading Strategies, Trading Systems, and Exchanges
2. Chapter 1: Fundamentals of a High-Frequency Trading System FREE CHAPTER 3. Chapter 2: The Critical Components of a Trading System 4. Chapter 3: Understanding the Trading Exchange Dynamics 5. Part 2: How to Architect a High-Frequency Trading System
6. Chapter 4: HFT System Foundations – From Hardware to OS 7. Chapter 5: Networking in Motion 8. Chapter 6: HFT Optimization – Architecture and Operating System 9. Chapter 7: HFT Optimization – Logging, Performance, and Networking 10. Part 3: Implementation of a High-Frequency Trading System
11. Chapter 8: C++ – The Quest for Microsecond Latency 12. Chapter 9: Java and JVM for Low-Latency Systems 13. Chapter 10: Python – Interpreted but Open to High Performance 14. Chapter 11: High-Frequency FPGA and Crypto 15. Other Books You May Enjoy

Reducing the impact of the GC

When Java was released in 1996, one of the big promises was the end of the dreadful segFault error, so familiar to all C/C++ developers. Java decided to remove all the objects and pointer life cycle out of the hands of the developer and entrust the logic to the JVM. This gave birth to the GC.

There is not a single type of garbage collection. There have been multiple versions developed; all have different specifications to offer either low-latency pauses, predictability, or high throughput.

One of the biggest parts of tuning Java is to find the most appropriate GC for your application as well as the best parameters for it. The main GC algorithms are as follows:

  • Serial GC: Recommended for the small dataset or single-threaded with no pause time requirements.
  • Parallel/throughput collector: Recommended for peak performance and not pause time requirements.
  • Concurrent Mark Sweep collector: Recommended for minimum GC pause time.
  • G1 GC...
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