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Enterprise realtime and cooperative developmentEnterprise realtime and cooperative developmentPosted Dec 6, 2007 12:20 UTC (Thu) by stephend (guest, #8045)In reply to: Enterprise realtime and cooperative development by skitching Parent article: Enterprise realtime and cooperative development
The problem is you can't really work on averages. Trading activity isn't distributed evenly throughout the day. Chances are on a non-real-time system your latencies would increase when the markets were busiest -- just the time you can't afford to lose opportunities.
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Averages DO matter, just in different place Posted Dec 6, 2007 21:28 UTC (Thu) by khim (subscriber, #9252) [Link] The keyword here is "grid". As long as rules were as simple as "buy if less then $10" non-realtime computers worked great. Today we have 1000 computers which calculate complex models. So we have something like this: 990 computers have lighting-fast response (10-50ms, for example), 5 have the same 100ms as realtime computers and the last 5 have latency 200ms. Realtime grid wins. Next round: 995 computers finished in 50ms, 3 in 100 ms, one in 150ms and one in 200ms. Still realtime grid wins. Once per blue moon you have situation when non-deteministing-but-usually-fast response produces answer in less then 100ms and non-realtime grid wins, but in general - you NEED soft realtime there...
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