Thursday 8 October 2009

Java RMI vs. RV

Well, the winner is Java RMI.
I performed a test to compare a RV C++ program (3 servers sending market data, processing it, republishing it) to a similar Java program using RMI for communication instead of RV.
RMI is 15 times faster than RV, achieving 200 micros between the market depth update and the price republished!

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