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

[Laurent Sansonetti]

Hi Joel,

On Feb 18, 2009, at 4:38 AM, Joel Reymont wrote:

> 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?

Not that much, and to tell you the truth, the work is already done in  
a private branch on my machine. I need to clean the sources and push  
them into the SVN repository (wait a few more days). The new source  
base does not use YARV anymore (yay!) but a fresh new VM based on LLVM  
(and also on an internal vectorization library). Stay tuned for more  
details!

Laurent