[Mono-list] mono for algotrading

Jonathan Shore jonathan.shore at gmail.com
Thu Jul 5 14:00:53 UTC 2012


mono / C# is being used at a number of algo shops.  The question is, what
sort of frequency of trading and how sensitive are you to latency.

In generally for any managed language you will want to be careful not to
create / destroy objects excessively (or perhaps at all).   Having the GC
trigger will cause a delay in your processing by a few milliseconds +/-.

A good way to handle objects that are created and destroyed at high
frequency is to use an object pool (something that I wish was built-in to
the language).

On Thu, Jul 5, 2012 at 4:30 AM, drilldown <itamar at drill-down.com> wrote:

> hi there,
>
> can anyone suggest whether mono is adequate for algotrading?
>
> that is, using mono to compile c# code for algotrading server that runs on
> linux machine...
>
> if so, which linux OS would you recommend?
>
> cheers,
>
> ita
>
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-- 
Jonathan Shore
http://tr8dr.wordpress.com/
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