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呢個年代寫 Retail Application 好多時都唔需要 ultra low latency, 能足夠活 ...
hihihi123hk 發表於 2018-4-14 14:49 
正!師兄d content真係好詳盡
現時基本上寫一個 "Future" Submit 去 Thread pool 等佢自己 execute 比起自己 manage threading 更 efficient 及更少機會出錯及更容易 Maintain;所以一般 Retail 嘅 Application dev 好少情況會用到你用緊嘅野
仲有其它 highly concurrent 嘅 pattern,例如 Co-routine, actor model 等等都可以好 efficient 咁活用 multiple-core CPU 而完全唔需要接觸 "Threads"
我都想就咁用"future"去Submit一個runnable task ,不過interview時候會問至少幾條關於,不過我都會search下你co-routine, actor model, LMAX, Mechanical Sympathy, Disruptor睇下係咩黎先,唔該先!
簡單一個問題,你有無 Benchmark 過你寫嘅 Application ?假設你所有野都係 in-memory 咁做,普通落個 Order (唔計 Network latency),如果你嘅正常 Use case Average latency > 10 µs ,可能已經中咗上述講嘅問題(當然都有機會係其它問題)
做過benchmark下,我條team最主要唔係做execution,係做pricing,execution留返第二條team搞。latency方面,我哋仲系用milliseconds計算 ,所以d trader/quant都想我哋降低latency
另外其實 Data structures 比起 Threading 更加重要 ,O(N) 同 O(logN) 已經係兩個世界,唔好錯重點
我同意data structure重要,而且都可以幾詳細下,正如bubblesort同merge sort既速度已經係兩個世界。另外data structure係咪thread safe都好重要,e.g. concurrenthashmap vs. hashmap
好奇問下-師兄係咪都係做金融界既developer? |