Why to use websocket and what is the advantage of using it?

Why use websocket over http? A webSocket is a continuous connection between client and server. That continuous connection allows the following: Data can be sent from server to client at any time, without the client even requesting it. This is often called server-push and is very valuable for applications where the client needs to know … Read more

How fast is state of the art HFT trading systems today?

I’m the CTO of a small company that makes and sells FPGA-based HFT systems. Building our systems on-top of the Solarflare Application Onload Engine (AOE) we have been consistently delivering latency from an “interesting” market event on the wire (10Gb/S UDP market data feed from ICE or CME) to the first byte of the resultant … Read more

Node.js, Socket.io, Redis pub/sub high volume, low latency difficulties

I thought this was a reasonable question and had researched it briefly a while back. I spent a little time searching for examples that you may be able to pick up some helpful tips from. Examples I like to begin with straight forward examples: light im sample code Node.js + Redis Pub/Sub + socket.io demo … Read more

Why is returning a Java object reference so much slower than returning a primitive

TL;DR: You should not put BLIND trust into anything. First things first: it is important to verify the experimental data before jumping to the conclusions from them. Just claiming something is 3x faster/slower is odd, because you really need to follow up on the reason for the performance difference, not just trust the numbers. This … Read more