I have an API that for an order routing platform that is in visual basic. The maximum frequency or orders to exchanges will be milliseconds, where the underlying systems are expected to be able to process a maximum of 1 order per millisecond.
Generally I would like to write in C++ or Java when I have this level of speed in mind, and have a broad stigma against visual basic for being inherently slower.
But since 1 millisecond is a long time in computer time, is visual basic still fast enough?
The algorithm will be reading information from the exchanges, crunching a few numbers and determining an order to send back to the exchanges.
I am estimating latency of 120 milliseconds, 1 millisecond to do the computational math, and then another 120 milliseconds back to the exchange. or less of course, but I know where the computers are geographically and this is about how long it should take.
I would like to keep the computational time at 1 millisecond, this isn't really a stretch for visual basic on a modern computer correct? (the local machine won't be doing much processing, as it will be fed most relevant data from the clearing firms data feeds)