One thing I love about the HFT world is the race to be fast. You cant get better by scaling out, you have to make your trading server as fast as possible. This leads to some whacky but clever hacks. I've always felt like I was working on a F1 race team when working in HFT.
I never came across isolating CPUs, TCP offload, FPGAs, layer 1 switching until I joined a HFT shop. Its like a whole different way of looking at computing system architecture.
I never came across isolating CPUs, TCP offload, FPGAs, layer 1 switching until I joined a HFT shop. Its like a whole different way of looking at computing system architecture.