We are about to implement a small automated securities trader. The trader will be build on top of the excellent quickfix FIX engine.
After due though, we narrowed our options down to implementing it in C# or in Python. Please specify the pros and cons of each language for this task, in term of:
- Performance (The fact that Python uses a GIL troubles me in terms of thread concurrency)
- Productivity
- Scalability (We may need to scale this trader to a fully-sized platform)
EDIT
I’ve rephrased the question to make it less “C# vs. Python” (which I find irrelevant – both languages have their merits), but I’m simply trying to draw a comparison table before I make the decision.
I like both languages and a think both would be a good choice. The GIL might really be the most important difference. But I’m not sure if it’s a problem in your case. The GIL only affects code running in pure Python. I assume that your tool depends more on I/O than on raw number crunching. If your I/O libraries handle the GIL correctly, they can execute concurrent code without problems. And even for number crunching you still have numpy.
My choice would depend on your existing knowledge. If you have experienced C# developers at hand I would go for C#. If you start absolutly from scratch and it’s really 50:50, then I would go for Python. It’s easier to learn, free and in many cases more productive.
And just to mention it: You might also have a look at IronPython. 😉