TickZOOM Decision. Open Source and FREE!

Discussion in 'Trading Software' started by greaterreturn, Dec 15, 2008.

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  1. The system that Wayne has is modular and uses a high performance engine at the lowest level. At that low level there are many math functions and other stream processing functions that will be needed. These already exist in open source code and do not have to be rewritten. They are in C++.

    I don't like programming in C++ either. But for performance and compatibility with huge open source libraries and code base C++ and the programmers who made them and support them we need C++ computability.

    There is no huge open source C# code base of high performance computing code and math code along with many of the programmers who wrote the code.

    The point is to use this code and not rewrite it. The point is to write as little code as possible.

    I would rather write a small amount of C++ code than write a huge amount of C# code!
     
    #31     Dec 16, 2008
  2. Big

    Big

    One could argue that this is more for historical reasons than anything else.
    A little bit like saying the absolute vast majority of cars nowadays are running on petrol, so why even bother developing a car that runs on bio ethanol ? Interesting analogy since it has been proven that the same engine, retuned to run on bio ethanol has proven to be more powerful than the petrol one.

    And I am not taling about branch banking either, I am talking about the front office of investment banks. Our Automatic trading systems have all been rewritten on C#. In fact the only little software that stays in C++ are stuff like market access, where 1ms absolutely matters (for very high speed arbitrage for example) and even that is slowly being talked about for porting. Slowly because people are scared shitless about replacing such a critical component that is in production, and also because of all that scaremongering we hear all the time.

    And for the cross platform part, the fact of the matter is, the price (not in simple OS terms) of systems running under unix/linux is just about 20 times that of systems running under windows. For maintenance and support reasons, essentially, and also for productivity. Let alone the excruciating price of hardware in some cases.

    I am sorry, but I am really not convinced. Or in fact, let me rephrase that, I am absolutely convinced otherwise.
     
    #32     Dec 16, 2008
  3. Hi Big,

    You are talking about client side.

    What substantial open source projects are using C# ? I can't name a single one.

    What major financial exchanges, data feeds and providers, major financial institutions, etc run their servers or processing on MS/C# ?? I can't name a single one there either.

    Why do almost all major open source developers use Java, C++, C, etc, etc and not C# ??

    These people have the choice to do whatever they want and yet they don't choose MS/C#

    If you are talking about the user interface that is fine but basically your opinion is contrary to what is actually happening as far as the rest of it.

    Bottom line: I don't want my mission critical unattended autotrading platform running on MS/C#.

    MS/C# is just not used for mission critical applications and there is a good reason why.

    Not loosing my money is a mission critical application for me.
     
    #33     Dec 16, 2008
  4. nidarian

    nidarian

    Tickzoom sounds more like fantasy more than reality. I am betting this all BS. We get one of these threads on here about once every year.
     
    #34     Dec 16, 2008
  5. "Tickzoom sounds more like fantasy more than reality. I am betting this all BS. We get one of these threads on here about once every year."

    I don't think so. This guy has too much knowledge on this to be BS. I think he has some code that he has written and has a good idea as far as open sourcing it and getting a community involved. This is something that I was working on as well, it is just that he is much further along I think.

    So I hope you are wrong.
     
    #35     Dec 16, 2008
  6. You make the most clear argument for TickZOOM supporting C#, Java, and C++. It's because those 3 camps all feel passionately about their position. So right now, officially, we'll port TickZOOM to Java and then C++ as soon as possible.

    Wayne

     
    #36     Dec 16, 2008
  7. That's very kind of you Cliff.

    For the rest, just let me remind you that I originally committed to releasing the code before or during the holidays which are coming up soon.

    It's stupid all the stuff I have to do to set this. For example, I have to copy the header of the GPLv3 into every source code file. The list of stupid things like that which eat up time go on and on and on. I have read horror stories of people who skipped steps.

    Plus, I think first impression is the "only" impression. So I'm reorganizing some things in the code.

    I posted in the forum last week to see if there was enough interest to be worth it. So feel free to count me out if I do like Microsoft and get months and months behind on the release date.

    Sincerely,
    Wayne

     
    #37     Dec 16, 2008
  8. Big

    Big

    I am not talking about client side at all. All I do at the front office of the IBank I work in is server side development. All in C#

    >What substantial open source projects are using C# ? I can't name a single one.
    One google search will fill you in real quick.

    >What major financial exchanges, data feeds and providers, major financial institutions, etc run their servers or processing on MS/C# ?? I can't name a single one there either.

    The bank I am working in, the on I worked in before that, and let's say, about a dozen others I interviewed for. To name but a few, UBS, Credit suisse, HSBC, Societe Generale, Calyon, Barclays Capital, Royal Bank of Scotland.

    >Why do almost all major open source developers use Java, C++, C, etc, etc and not C# ??

    Because they are in the same bullshit state of mind that we are talking about, ie anything but microsoft, even if that means working on grossly outdated technologies, inadequate tools etc ...

    >These people have the choice to do whatever they want and yet they don't choose MS/C#

    I have a choice to do whatever I want and I choose NOT to work with anything else. why ?

    >If you are talking about the user interface that is fine but basically your opinion is contrary to what is actually happening as far as the rest of it.

    Nope. True, for interface, there is not even the beginning of a debate as to what to use, there is only one (half) decent technology out there.
    And more and more people are realizing that the sheer cost of linking a C# user interface with a backend written in other languages outweighs 10 to 1 the (alledged) benefits that that backend will bring.
    Writing a front end in C#, and the backend in C# too makes them communicate with so little effort, so little code it is a joke to even consider anything else.

    >Bottom line: I don't want my mission critical unattended autotrading platform running on MS/C#.

    I couldn't disagree more strongly. Again, 2 types of projects where I work. C#, and the rest. Stable projects are in C#, C++ projects are very unstable, some bugs crash the machine itself (unacceptable for a server), memory leaks, obscure bugs happening only in release mode, not in debug, development cycles much longer than anything else, etc etc. Java projects have a ridiculous performance, are absolutely horrible to configure (3 people fulltime just to configure the 10/20 config files needed to run that crap) and usually carry around more external third party shit (libraries, so called "application servers", etc) that they just collapse under their own weight.
    And that, no matter what amount of BS is being fed by the technical zealots, is starting to slowly get into the head of top management. Any new project nowadays (not client side, I am talking pricing servers, etc) is started in C#. Full stop.

    >MS/C# is just not used for mission critical applications and there is a good reason why.

    There is absolutely no good reason why. none. mission critiacl applications (server side) are being developped successfully where I work.
    And if I were to put money on the line, absolutely no way I would put it on a Java system, and even less on a C++ system. no way. The most productive, stable environment nowadays is simply the .net framework. Anybody claiming otherwise is simply deluded.
     
    #38     Dec 17, 2008
  9. Big. I have some IBank background.

    Which division of the IBank do you work in? Even more, the name of the team you developing for.

    One weird thing is... I know a few people in Electronic Trading Service (They setup clients for FIX based Algo/DTM, DMA and WO order flow... in Asia so it's a Regional Office) people that "now" works for UBS and Barclays. I'm very sure that they run their OMS/OES servers on Linux(Solaris) / C++.

    Added:

    Well... MS is a bit different. They have their own propreitary language that is a major pain-in-the-arse. I've heard that they're trying to migrate a few years back... and considering C#/Mono... is that your case?

    Am I missing anything?
     
    #39     Dec 17, 2008
  10. Big

    Big

    I don't really want to give the name of the Ibank I work in at the moment, for obvious reasons. But it is the Front Office branch of the Global Equity Derivatives department.
    I also interviewed for UBS at their Zurich offices, for a complete rewrite of their Trader Order processing system, in C#. Interviewed at various banks in London (Barclays etc) and all in C#.

    In case nobody had guessed yet, I am in Europe. And over there, C# is overcoming any other language in terms of contract opportunities.
     
    #40     Dec 17, 2008
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