Tag Archives: threading

Is CilkPlus better than C++ Std Threading library for potential HFT?

Is CilkPlus better than C++ Stad Threading library for potential HFT?

As I have been emailing and posting about these threading libraries on how my choice of Standard Threading, I got this combo of responses from my newsletter email list:

IMHO the best option for C++ concurrency (or at least one that does
not suffer from the limitations other packages suffer from) is Cilk Plus.
The reasons are a bit too complex to summarize in a short e-mail,
however i would be happy to chat if you are interested. IMHO the
standard C++ threading library is practically junk! BTW I am an
operating system and database kernel developer with over 40
years experience and I did a lot of work in these areas. …
C++ standard threading builds on top of POSIX threads, which are an
unqualified disaster in terms of performance, scalability and reliability.
The explanation why is quite complex and has to do with how kernel
mutexes are implemented on virtual memory SMP operating systems.
Cilk Plus has its own threads implementation which avoids many
of the problems in the POSIX threads libraries. Incidentally all the
major database systems (Oracle, Informix, Sybase, etc) have
their own internal threads implementations for the same reasons,
as do other high transaction rate mission critical system, e.g.
Portal’s real-time wireless rating and billing system which powers
over 60% of cellular telephony worldwide. I worked on all these
at various times during my career.
I also built in 2005 the system platform for a HFT system used
by a really big hedge fund doing over 10M transactions per day
on over 40 exchanges worldwide. I have not been trading for a
while however I am thinking about getting back into the game.
As I get confused here, this is what else I found out:
http://stackoverflow.com/questions/19242345/intel-tbb-vs-cilkplus
https://www.cilkplus.org/faq/24
https://www.threadingbuildingblocks.org/compare
Who else has an opinion?

 

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Java threading now with Interactive Brokers API

Java threading now with Interactive Brokers API

This API can support multiple client connections but it appears to either get confused by not processing orders correctly or dropping them. Don’t ask but it appears best to put all Interactive Brokers functionality into one Java program. This means I need to heavily rely on Redis which appears to work flawlessly. This also means developing a multi threaded program to handle all data and orders at the same time. Fun times ahead. This maybe a good starting point for newbies:

http://www.tutorialspoint.com/java/java_multithreading.htm

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This C++ threading library showed promise but is it still useful ?

This C++ threading library showed promise but is it still useful ?

This was noted by the London Quant but he highlighted no one has downloaded it in big numbers in the past number of users. He also hinted there is a promise with it

http://sourceforge.net/projects/mc-fastflow/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!