I'm curious how HFT relates to pro audio programming. The timescale is close to gaming (usually <10ms for desktop PC work), but you really care about the tail of the distribution. All the audio processing happens in a high-priority callback that's called for every audio frame and needs complete within the time budget, so you typically never allocate, do IO, or use any blocking synchronization primitives [1].
It's not hard real-time like you're going to crash your car, but if you miss your deadline it causes an unacceptable and audible glitch.
I've always been a bit surprised that Jane Street uses OCaml. I know they've put a lot of attention into the GC, but it still seems fundamentally indeterminate in a way that would make most audio devs nervous.
It's not hard real-time like you're going to crash your car, but if you miss your deadline it causes an unacceptable and audible glitch.
I've always been a bit surprised that Jane Street uses OCaml. I know they've put a lot of attention into the GC, but it still seems fundamentally indeterminate in a way that would make most audio devs nervous.
[1]: http://www.rossbencina.com/code/real-time-audio-programming-...