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Trading Strategies >> Software Infrastructure >> I like to use C# because...
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Message started by Co0olCat on 06/25/08 at 17:32:03

Title: I like to use C# because...
Post by Co0olCat on 06/25/08 at 17:32:03

Tell us why do you like C#...

Title: Re: I like to use C# because...
Post by Qingjun on 06/25/08 at 18:09:41

You didn't list the most important reason: .Net provides better interoperability.
For example, it is easy to call legacy C/C++ libraries, or dynamically linked libraries, even on Unix platform with Mono.

Title: Re: I like to use C# because...
Post by Co0olCat on 06/25/08 at 18:32:03

Qingjun wrote on 06/25/08 at 18:09:41:

Thank you for your comment. It is already there.

Title: Re: I like to use C# because...
Post by Algo Designer on 06/27/08 at 05:52:28

C# has gained a lot of strength in desktop technologies, but would one really want to implement a scalable strategy or order management server in this language? Would Java or C/C++ be more acceptable in that case?

Title: Re: I like to use C# because...
Post by Qingjun on 07/01/08 at 02:37:12

Algo Designer wrote on 06/27/08 at 05:52:28:

Well, check out my system. I'm confident that it beats other order management servers.
Do you have doubt about reliability of Windows or performance of C#? Or is there any other problem?

Title: Re: I like to use C# because...
Post by Algo Designer on 07/01/08 at 15:09:31

Qingjun wrote on 07/01/08 at 02:37:12:

Algo Designer wrote on 06/27/08 at 05:52:28:

Well, check out my system. I'm confident that it beats other order management servers.
Do you have doubt about reliability of Windows or performance of C#? Or is there any other problem?

I liked your website and will definitely test your system.

So far as the operating system is concerned on the server side, my choice would naturally be Unix or Linux.

In terms of relative performance of your system, the figures you have mentioned are really good, but I would be careful about other order management systems (OMS). There are very powerful platforms out there. A number of top investment banks have been investing heavily in both hardware and software infrastructure in this area. Some achieved very impressive results.

Title: Re: I like to use C# because...
Post by Qingjun on 07/06/08 at 22:38:10

Quote:

Thanks for your comment. So far as the operating system is concerned on the server side, I'm like a total technology sleeper. I would go with the best solution that fits my requirement. So far I didn't find anything wrong with Windows as far as performance and usability is concerned.

I hate to use extreme words in my product description. As a matter of fact the performance number I mentioned is very conservative. It is the benchmark I did on my ThinkPad X61T laptop with a 1.6GHz Dual Core processor, 4GB memory and one 5400RPM hard drive. It's a pretty good laptop but certainly not a good performer.

On a $30,000 server with 16 cores and 256GB memory. Order management with constant rate of over 20,000 FIX messages/second and over 200 million intra-day messages capacity can be guaranteed with my system.

I don't know too much about other top investment banks. But I worked for Bear Stearns for over 6 years. I certainly know how they have been doing.

Title: Re: I like to use C# because...
Post by Z on 07/31/08 at 06:44:09

Qingjun... very impressive numbers.

I am wondering, what persistence mechanisms you use that support writing 20,000 messages/sec.