[Mono-list] mono for algotrading

Nicholas Frechette zeno490 at gmail.com
Thu Jul 5 14:12:16 UTC 2012


IMO the current stable release is not suitable for softrealtime
software such as algotrading.
To no fault to C# in general, I find mono to still lack a bit in terms
of stability compared with .Net. (That dreadful native side memory
leak has hurt me quite a bit but is supposedly fixed in master)

I haven't looked at the latest 2.11 release or the master branch but
seeing how the previous stable version was released a very long time
ago, things might be different with those.
You will also find mono C# GUI tools to be quite lacking compared to
.Net's WPF (aside maybe from ASP.Net?). If you plan on making a GUI
side on mono, you'll have to bite that bullet.

Hopefully that next release comes out soon...

On Thu, Jul 5, 2012 at 10:00 AM, Jonathan Shore
<jonathan.shore at gmail.com> wrote:
> 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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