It was my (admittedly ignorant) impression that C++ was preferred over garbage-collected languages because you'd be more likely to avoid GC pauses. Yes, of course I know that Go's is super efficient, but if you're doing a million trades a day even a tiny percentage of slowdowns that would be otherwise preventable could be a career-limiting move. Am I just behind the times?
I think you're right! Go will never beat C++ in this aspect.
I used Go because that's what I knew and for the non-professional trading I was aiming, C++ wouldn't have made much difference. My bottlenecks were network (1s+ per trade roundtrip) and chaotic unreliable crypto markets.
Just note that Java is used in HTF, but it's a different beast than our average CRUD Java. For example this article states:
"Essentially, we use a contrived form of Java that avoids all the Java constructs that make things go slow. We only use the constructs that are fast and efficient, and we avoid all the garbage."
Yep, you can with GOGC=off but then I would have to learn about how to generate less garbage in Go for long running processes. Which is good knowledge even for non-trading applications. I just didn't have the energy and time to try it.
Maybe? Every language one would have to work at to make performant, and generally pre allocation is what often happens to do so. allocation is probably more expensive with a gc’d language like go than C++, but both would want to avoid it.
