[HN Gopher] What interns wrought at Jane Street (2018)
       ___________________________________________________________________
        
       What interns wrought at Jane Street (2018)
        
       Author : max_
       Score  : 36 points
       Date   : 2023-06-02 17:55 UTC (5 hours ago)
        
 (HTM) web link (blog.janestreet.com)
 (TXT) w3m dump (blog.janestreet.com)
        
       | [deleted]
        
       | ftxbro wrote:
       | me and the bros squeezing out every microsecond in the zero sum
       | gladiatorial arena
        
         | CamelCaseName wrote:
         | Were you really though... ftxbro?
        
           | ftxbro wrote:
           | I'll fuckin do it again
        
         | nly wrote:
         | Table stakes in the high frequency arena is more like 100ns
         | tick to trade.
        
       | nunez wrote:
       | TCP/IP Illustrated is such a good book! This post reminded me to
       | re-read it.
       | 
       | I can see why they might write their own tcp networking library;
       | remove all of the stuff you don't need from the protocol, make it
       | tight enough to handle traffic from all of their other in-house
       | systems, and they can customize it as needed to eek out more
       | performance
       | 
       | though at that point, maybe it makes sense to write your own
       | protocol on top of IP? on second thought, networking is hard;
       | maybe it's easier to just implement TCP lol
        
         | nly wrote:
         | I doubt they plan to just use it to talk in-house. At low
         | latency trading shops almost all internal systems carrying
         | market data or order entry flow avoid using IP/TCP. Everything
         | will either be on a single box, with different processes pinned
         | to different cores busy-spinning over IPC, or perhaps some kind
         | of reliable UDP stream if a network hop is needed.
         | 
         | TCP is still used everywhere when it comes to talking to
         | brokers and exchanges though. Even if you're jacked straight in
         | to the NASDAQ with an FPGA you're still shooting TCP packets
         | over the cross-connect.
        
       | asdgkasdngionio wrote:
       | [dead]
        
       ___________________________________________________________________
       (page generated 2023-06-02 23:02 UTC)