[erlang-questions] What does "soft" real-time mean?
Sergej Jurečko
sergej.jurecko@REDACTED
Fri Oct 20 15:46:27 CEST 2017
Erlang is the right tool for the job for a majority of server workloads. However when your requirements are a reaction time in microseconds, it most surely is not the right tool.
I would use Rust in that scenario if you’re picking languages.
Regards,
Sergej
> On 20 Oct 2017, at 14:00, Avinash Dhumane <nistrigunya@REDACTED> wrote:
>
> I have programmed high-frequency trading application in Erlang and comparing its reaction performance in the live market with other competing applications (mostly, in C).
>
> It has been a consistent observation that my Erlang application lags substantially behind the competing applications. In fact, it never matched the reaction time of the so-called "slowest" C application in the market.
>
> The benchmark reaction time is about 5 microseconds. It is the time elapsed between tick to order. That is, the difference between the timestamps when I receive the tick (market event) from the mailbox of my process and when I submit the TCP send call on my order.
>
> My process maintains the market depths of the securities and when my desired price (as a function of best buyers and/or sellers on multiple legs of the order) is observed, I compute the order terms and submit.
>
> The entire computation and communication (with the market) takes place within the single process and there are no collaborating processes (hence, no inter-process messaging; not even ETS). Still, the reaction time is in the order of 20 to 60 microseconds - that is, nowhere closer to the benchmark reaction time (5 microseconds).
>
> What I wish to hear from the experienced people on this forum here is whether I am missing on something in my Erlang code, or should I just go ahead and program in C.
>
> Thanks.
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