目前交易系统青睐哪些网格分布式计算框架
似乎有相当多的网格计算框架，但哪些框架实际上被投资银行广泛用于低延迟分布式计算？我有兴趣听到涵盖 Windows、Linux 和跨平台的答案。另外，什么 RPC 机制似乎最受青睐？
我听说，由于低延迟和速度的原因，计算本身通常是用 C++/C 编写的，因为在虚拟机上运行的计算比本机代码慢几个数量级。这在实践中是不是很常见？例如，分布式.NET 网格框架运行用本机c++/c 编写的计算？
There seems to a quite a few grid computing frameworks out there, but which ones are actually being used to any great extent by the investment banks for purposes of low latency distributing calculation? I'd be interested to hear answers covering both windows,Linux and cross platform. Also, what RPC mechanisms seem to be favoured most?
I've heard that for reason of low latency and speed, the calculations themselves are quite often written in C++/C as calculations running on VMs are several orders of magnitude slower than native code. Does this seem to be a common scenario in practice? e.g distributed .NET grid framework running calculations written in native c++/c?
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一些方向（实际在一些企业投资银行中使用）：
农场（贸易商排队
计算请求）
因为计算密集型金融操作（例如蒙特卡洛定价）通常是高度可并行的。
Some directions (actually used in some corporate investment banks) :
farms (traders queue their
computation requests)
since computationally intensive fiancial operations (eg. Monte Carlo pricing) are usually heavily parallelizable.
“低延迟”和“分布式”是相互排斥的:)
但是话虽如此，这取决于“低延迟”的意思有多低。如果您谈论的是高频交易 (HFT)，那么任何实现都将使用他们可以获得的最快的网络代码 - 最有可能的是自定义 TCP/IP 堆栈（例如 OpenOnload、本机 infiniband 等）。网络始终是代码中最慢的部分，因此您需要将网络保持在最低限度。
如果您说的是“快”，但不是高频交易（例如对奇异期权/结构化产品进行定价），那么您几乎可以使用您喜欢的任何东西。我曾经开发过使用 .Net/RPC、JMS (ActiveMQ)、TCP/IP 套接字等的系统。它更多的是关于定义和发送数据的灵活性和易用性，而不是网络的原始速度。
'Low latency' and 'distributed' are mutually exclusive :)
But saying that, it depends how low you mean by 'low latency'. If you are talking about High Frequency Trading (HFT), then any implementations are going to be using the fastest networking code they can get their hands on - most likely custom TCP/IP stacks (e.g. OpenOnload, native infiniband etc). The network is always going to be the slowest part of your code, so you need to keep the networking to a minimum.
If you are talking 'fast' but not HFT-fast (like pricing exotic options / structured products), then you can pretty much use anything you like. I've worked on systems that used anything from .Net/RPC, JMS (ActiveMQ), TCP/IP sockets, etc. It's more about the flexibility and ease at which you can define and send data, rather than the raw speed of networking.
G-WAN 服务器已开始在该领域取得进展。它将 ANSI C 的速度（和占用空间）与（完全兼容的 ANSI C）脚本混合在一起（允许实时编辑/更新而无需停止服务器）。
本着同样的效率精神，完整的 JSON RPC 预计将在今年年底推出。有了它，您将能够实现分布式计算。
看到他们在 200 KB 中投入的东西（服务器 + 脚本引擎 + 许多功能，如图表、压缩、加密等），真是太疯狂了。
The G-WAN server is starting to get ground in this area. It mixes the speed (and footprint) of ANSI C with (fully-compliant ANSI C) scripts (allowing real-time editing/updating without stopping the server).
Full JSON RPC is expected by the end of this year, in the same spirit of efficiency. With it you will be able to implement distributed computing.
This is crazy to see what they managed to put in 200 KB (server + script engine + many features like charts, compression, crypto, etc.).
查看 www.zircomp.com zNet C++ 框架在少数电子交易系统中使用。它是跨平台、多核和分布式核心编程框架，基于数据驱动架构，专门针对使用本机操作系统的高性能进行了调整，具有统一支持数据和任务并行性的直观 API。
Check www.zircomp.com zNet C++ framework is used in few electronic trading systems. It is cross platform, multi- and distributed-core programming framework, based on data driven architecture, specifically tuned for high performance using native OS, with intuitive API that uniformly supports data and task parallelism.