[MacRuby-devel] high-performance macruby: llvm and trading apps

Joel Reymont joelr1 at gmail.com
Wed Feb 18 04:38:49 PST 2009


I'm creating a Mac trading app, not unlike http://ninjatrader.com  
which is for Windows and uses .NET.

I need a DSL for writing trading systems which would run every time a  
price quote is received over the network, a few times per second. This  
suggests compiling trading strategies to machine code, e.g. using LLVM  
on the backend. This would allow me to make use of vector processing,  
for example, to squeeze the maximum out of multiple CPU cores.

I would also like a DSL to extend the app with new functionality,  
perhaps to build the GUI portion of the app itself.

It doesn't seem that MacRuby in its present state is suitable for  
writing trading systems that run several times per second and use  
vector processing. I don't see a good alternative either.

What would you folks suggest?

How much work would it be to run MacRuby on top of LLVM?

	Thanks, Joel

---
http://tinyco.de
Mac Trading Apps






More information about the MacRuby-devel mailing list