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Latency Profiling in Python: From Code Bottlenecks to Observability

(quant.engineering)
44 points rundef | 3 comments | 02 Dec 25 12:55 UTC | HN request time: 0.534s | source
1. abhashanand1501 ◴[09 Dec 25 04:37 UTC] No.46201271[source]▶
> The trading system reports an average latency of 10ms

Python is a bad choice for a system with such latency requirements. Isn't C++/Rust preferred language for algorithmic trading shops?

replies(2): >>46201621 #>>46202227 #
2. alfalfasprout ◴[09 Dec 25 05:38 UTC] No.46201621[source]▶
Depends... not all kinds of trading are THAT latency sensitive.
3. Quothling ◴[09 Dec 25 07:29 UTC] No.46202227[source]▶
Why is Python automatically a bad choice? We've build some turbodbc + pandas which beats Go when dealing with a logic azure sql server for massive analtyic flows. I'm not sure if it's faster or slower than Rust, but it's basically C++ fast, though it obviously uses a lot more memory. Fortunately we live in a world where "a lot more" is like $5 a year.

I don't disagree with you that Python might be a wrong choice for algorithmic trading, but I do think it depends. We did our stuff with turbodbc rather than pyodbc which is used everywhere else, specifically because we analysed our bottlenecks.