Search icon
Arrow left icon
All Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Newsletters
Free Learning
Arrow right icon
Developing High-Frequency Trading Systems

You're reading from  Developing High-Frequency Trading Systems

Product type Book
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Pages 320 pages
Edition 1st Edition
Languages
Authors (3):
Sebastien Donadio Sebastien Donadio
Profile icon Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Profile icon Sourav Ghosh
Romain Rossier Romain Rossier
Profile icon Romain Rossier
View More author details

Table of Contents (16) Chapters

Preface 1. Part 1: Trading Strategies, Trading Systems, and Exchanges
2. Chapter 1: Fundamentals of a High-Frequency Trading System 3. Chapter 2: The Critical Components of a Trading System 4. Chapter 3: Understanding the Trading Exchange Dynamics 5. Part 2: How to Architect a High-Frequency Trading System
6. Chapter 4: HFT System Foundations – From Hardware to OS 7. Chapter 5: Networking in Motion 8. Chapter 6: HFT Optimization – Architecture and Operating System 9. Chapter 7: HFT Optimization – Logging, Performance, and Networking 10. Part 3: Implementation of a High-Frequency Trading System
11. Chapter 8: C++ – The Quest for Microsecond Latency 12. Chapter 9: Java and JVM for Low-Latency Systems 13. Chapter 10: Python – Interpreted but Open to High Performance 14. Chapter 11: High-Frequency FPGA and Crypto 15. Other Books You May Enjoy

Java threading

Threads are the basic unit of concurrency in Java. Threads provide the advantage of reducing program execution time by allowing your program to either execute multiple tasks in parallel or execute on one portion of the job while another waits for something to happen (typically input/output (I/O)).

HFT architecture heavily uses threads to increase the throughput, as we mentioned in Chapter 7, HFT Optimization – Logging, Performance, and Networking. Multiple threads are created to do tasks in parallel. Adding threads to a program that is completely CPU bound can only slow it down. Adding threads may assist if it's totally or partially I/O bound, but there's a trade-off to consider between the overhead of adding threads and the increased work that will be done. We know that the underlying hardware (CPU and memory resource) will limit this throughput. If we increase the number of threads beyond a certain limit (such as the number of cores or the number...

lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at €14.99/month. Cancel anytime}