C++ vs Rust

Daniel Duffy said:
The following code uses features from C++20 and QN Adv C++ course that uses Concepts
// At this moment I have a vague idea on how I would do it in Rust; is it even worth the effort..

@APalley
@MichaelLewis

C++: 
// Test101ActorConcepts.cpp
//
// Simplest example of a system. Context diagram consists only
// of Input and Output systems.
//
// We use C++20 Concepts to replace V1 (outdated) policy-based design (PBD)
//
// Composition
//
//  V2: design using C++20 Concepts
//  V3: V2 + embedded actors
//
// Problem now becomes a pipeline Source -> SUD -> Sink
//
// Summary: this approach is feasible, so worth investigating..
// 1992 .. everything is an object
// 2024 .. everything is an actor
//
// (C) Datasim Education BV 2015-2024
//

#include <string>
#include <iostream>
#include <type_traits>
#include <mutex>
#include <agents.h>

// Interface contract specification
// 1. Each concept is an abstract method
// 2. interface == concept conjunction (e.g. ISUD)

// 1. Define abstract methods (building blocks)
template<typename Message, template <typename Message> class T> // abstract method
    concept ISource = requires (T<Message> x) { x.message(); };
template<typename Message, template <typename Message> class T> // abstract method
    concept ISink = requires (T<Message> x, const Message& s) { x.print(s); };

// 2. Interface relating to context diagram; cojunctional concepts are an alternative
// to multiple inheritance but no danger of fragile base class problem
template< typename Message, template<typename Message> class Input, template<typename Message> class Output>
    concept ISUD = ISource<Message, Input> && ISink<Message, Output>;

// Agent actor-based constraints
template<typename Derived>
    concept IActor1 = std::derived_from<Derived, concurrency::agent>;
template<typename T>
    concept IActor2 = requires (T x) { x.run(); };

// 3. Interface relating to defining constraints pertaining to Actor technology
// https://learn.microsoft.com/en-us/cpp/parallel/concrt/asynchronous-agents-library?view=msvc-170
template<typename Derived>
    concept IActor = IActor1<Derived> && IActor2<Derived>;
  
// The mediator using template template parameter "trick" => can use generic messages
template <typename Message, template <typename Message> class Source, template <typename Message> class Sink>
                requires ISUD<Message, Source, Sink> &&  IActor<Source<Message>> && IActor<Sink<Message>>
    class SUD : public concurrency::agent
{ // SUD is in a chain from Input to Output

private:
    concurrency::ISource<Message>& _source; // formerly known as src
    concurrency::ITarget<Message>& _target; // formerly known as snk
public:
    explicit SUD(concurrency::ISource<Message>& source, concurrency::ITarget<Message>& target)
        : _source(source), _target(target) {}

    void run()
    {
        Message info = concurrency::receive(_source);
        concurrency::send(_target, info);

        done();
    }
};   

// Instance Systems
template <typename Message>
    class MySource : public concurrency::agent
{
    concurrency::ITarget<Message>& _target; // send to SUD
    Message _msg;
public:
    explicit MySource(const Message& msg, concurrency::ITarget<Message>& target)
        : _target(target), _msg(msg) {}

    Message message() const
    {
        // Get data from hardware device
        return Message(_msg);
    }

    void run()
    {
        concurrency::send(_target, message());

        done();
    }

};

template <typename Message>
    class MySink : public concurrency::agent
{
    concurrency::ISource<Message>& _source; // received from SUD
    int _id;
    Message info;
    std::mutex myMutex;
public:
    explicit MySink(concurrency::ISource<Message>& source, int ID = 0) : _source(source), _id(ID) {}
    void print(const Message& s)
    {
        std::lock_guard<std::mutex> guard(myMutex);
        std::cout << "\nin a sink: " << _id << ": " << info << std::endl;
    }

    void run()
    {
        info = concurrency::receive(_source);
        print(info);
        done();
    }

    double compute(int val)
    {
        info *= val*_id;
        return info;
    }
};

int main()
{
    { // Single sink
        using Message = std::string;
        Message m(" good morning");

        // All actors access (read from/write to) a single buffer
        concurrency::overwrite_buffer<Message> buffer;
        MySource i(m, buffer);
        SUD<Message, MySource, MySink> s(buffer, buffer);
        MySink o(buffer);

        i.start(); o.start(); s.start();
        concurrency::agent::wait(&i); concurrency::agent::wait(&s); concurrency::agent::wait(&o);
    }

    {    // Multiple sinks
        using Message = int;
        Message m(23);

        // All actors access (read from/write to) a single buffer
        concurrency::overwrite_buffer<Message> buffer;
        MySource i(m, buffer);
        SUD<Message, MySource, MySink> s(buffer, buffer);
        MySink o1(buffer, 1);
        MySink o2(buffer, 2);
        MySink o3(buffer, 3);
        i.start(); s.start();
        o1.start(); o2.start(); o3.start();
        concurrency::agent::wait(&i); concurrency::agent::wait(&s);
        concurrency::agent::wait(&o1);
        concurrency::agent::wait(&o2);
        concurrency::agent::wait(&o3);

        std::cout << "\ncompute: " << o1.compute(2) << '\n';
        std::cout << "\ncompute: " << o2.compute(2) << '\n';
        std::cout << "\ncompute: " << o3.compute(2) << '\n';
    }

    return 0;
}
Click to expand...
I’d be interested in seeing the Rust version.

It seems like most in this thread don’t see Rust as a C++ replacement. But I’d still like to see some comparable programs to make the decision a bit more concrete.
 
MichaelLewis said:
I’d be interested in seeing the Rust version.

It seems like most in this thread don’t see Rust as a C++ replacement. But I’d still like to see some comparable programs to make the decision a bit more concrete.
Click to expand...
I understand.
Have you tried some examples in Rust?
 
Just out of curiosity, I would be interested in technical (not idiosyncratic, altho' they exist as well) reasons for choosing Rust. I have 35 years C++ exposure and I learned essential Rust in about 5 days. In a sense it is an extreme mini C++.

Channels have potential but they are nowhere near a decent Actor framework IMO.
Maybe the reason: if you are not comfortable with C++, then it might be an option. But its support for OOP and generics is a culture shock. In fairness, it has traits, but then so has C++20 Concepts and more.

I have not seen much on C++ language and Boost library interop.

I could be wrong but at this moment (1st impressions) Rust is a (low-level) systems language. It is unclear to me how it models higher-level abstractions etc.
 
Last edited:
Daniel Duffy said:
Just out of curiosity, I would be interested in technical (not idiosyncratic, altho' they exist as well) reasons for choosing Rust. I have 35 years C++ exposure and I learned essential Rust in about 5 days. In a sense it is an extreme mini C++.

Channels have potential but they are nowhere near a decent Actor framework IMO.
Maybe the reason: if you are not comfortable with C++, then it might be an option. But its support for OOP and generics is a culture shock. In fairness, it has traits, but then so has C++20 Concepts and more.

I have not seen much on C++ language and Boost library interop.

I could be wrong but at this moment (1st impressions) Rust is a (low-level) systems language. It is unclear to me how it models higher-level abstractions etc.
Click to expand...
I’ve never really done systems programming so I can be wrong, but based on your statement, it sounds as though it’s more akin to a C replacement than a C++ one.
 
Last edited:
MichaelLewis said:
I’ve never really done systems programming so I can be very wrong in this statement, but based on your statement, it sounds as though it’s more akin to a C replacement than a C++ one.
Click to expand...
I'd agree there. We are using it as an essential C replacement for now. Maybe folks will give it a go to create an analytical library with it, but it won't replace C++ in that regard in finance land. Certainly not for many many more decades I'd say.
 
MichaelLewis said:
I’ve never really done systems programming so I can be wrong, but based on your statement, it sounds as though it’s more akin to a C replacement than a C++ one.
Click to expand...
Feels a bit like that.
Analogy? If a house were built using different languages, then we get a Rust programmer to do the (low-level) plumbing work.
C might be >> Rust?
 

One Of The Rust Linux Kernel Maintainers Steps Down - Cites "Nontechnical Nonsense" - Phoronix

www.phoronix.com www.phoronix.com

Hey folks,

This is as short a series as one can be: just removing myself as maintainer of
the Rust for Linux project.

I am retiring from the project. After almost 4 years, I find myself lacking the
energy and enthusiasm I once had to respond to some of the nontechnical
nonsense, so it's best to leave it up to those who still have it in them.

To the Rust for Linux team: thank you, you are great. It was a pleasure working
with you all; the times we spent discussing technical issues, finding ways to
address soundness holes, etc. were something I always enjoyed and looked
forward to. I count myself lucky to have collaborated with such a talended and
friendly group.

I wish all the success to the project.

I truly believe the future of kernels is with memory-safe languages. I am no
visionary but if Linux doesn't internalize this, I'm afraid some other kernel
will do to it what it did to Unix.

Lastly, I'll leave a small, 3min 30s, sample for context here:
-- and to reiterate, no one is trying force
anyone else to learn Rust nor prevent refactorings of C code.
 
Last edited:
QUOTE

I think you shall not use C++.
It is too difficult for you. You cannot comprehend. You CANNOT use it. It is too UNSAFE.
It uses abhorrent pointers. And malloc. And free. And these pesky new and new[], delete and delete[]. Nightmare. Not talking about the templates. You cannot understand templates. And the virtual methods. And pointer to methods. And lambdas. WTF. C++ is not for you.
Mmm, why nobody wrote an OS in Go or Rust? Because the OS writers do not like the safety. They like page faults, invalid addresses and that awkward assembly language, so unsafe. And every compiler can outperform you in that assembly, why the heck someone still uses it?
Learn Rust. Or Go. There everything is clear. You can sleep calm.
So, bottom line:
You CANNOT learn C++.
I CAN.
You - NO.
Me - YES.
Haha.
If, by any chance, you got annoyed by my post, I strongly suggest you to work out your issue with a psychologist.
And no, your anger does not bother me. I will continue my happy life, but you will darken your days, as you allowed yourself to get annoyed. But that is your choice.
Have a great day!
 
Hi everyone,

I was reading many posts on comparing c++ vs rust for trading, but I still have doubts on which one to pick for my backtesting software, I know a little bit of both languages, the basics, so I'm not experienced on both, I just want to have tools and to be prepared for any of my needs, I already know python and julia, I use them for research, ai, data, etc.

For writing a backtester I only consider julia or c++/rust, I won't chose c# or java as they are slower by 2x/3x times, I've compared with a simple backtester, so instead I would just use mql5 or ninjatrader.
After reading a lot, my conclusions are these (not only from my experience but also from other people's opinions, feel free to correct or add anything),

for rust :
-easy to manage dependencies​
-you don't have to use include files​
-you don't have to worry about memory errors unless you use unsafe​
-good error messages​
-having used julia, I like the design of the language of struct, impl, traits, I prefer it over classes​
-annoying borrow checker (I don't really know, but some people complain about this, it is the annoying borrow checker or doing it all manually in cpp)​
-slow compile times, I've also read a pdf where rust scales pretty bad at compile times vs c++ (they are working on incremental compilation)​
-less developed libraries than c++​
-hard to use async​
for cpp :
-time proven, you will find more information and tools, you cannot be wrong with it​
-would you consider that manual memory management has any advantage? Or it is just something that is better to systemize, like in rust.​
-standard language in the industry of trading​
-good for people who likes or needs oop​
-I guess the realtime latency is a bit better than rust, as c++ doesn't has safety checks​
-faster compile times than rust (is that true?)​

-My first posible conclusion is that things evolve, there are cycles that break and create things, and many tools have been created to make it easier for the programmer, different programming languages for diferent use cases, jit, gc, etc, things evolve to improve and reduce inneficiency, so as a simple inexact example, we've got assembly -> c -> c++ -> (python, java, c#, julia, zig, etc), and so rust may be an evolution on the systems programming languages (c, c++), or maybe not.
-My second posible conclusion, is that rust is a better choice in the memory safe niche, which is not something I need, but what about the productivity, having a good package manager and memory safe compiler is not just for memory safe apps but also for general programming.


What language do you think is best suited for me, I'm a solo coder/trader (some companies have the limitation of big codebases in c++),
would choosing rust, be worse in terms of performance (general performance and real time latency) than c++, what I get using c++ that rust doesn't have ?
thanks for reading.
 
I implemented a wee tcp/ip client server guy in Rust. Not gonna lie it hurt and I was fighting the compiler foreeeeever. Got it to work with github actions and also created a docker container for the server side. Will upload it as a project in a week or so. The Cargo tool is pretty sweet, but I'm totally CMake and Makefile biased.
 

Similar threads

SiddharthaRS
SMU (Singapore) MQF vs Rutgers MQF
Replies
0
Views
514
SiddharthaRS
SiddharthaRS
odruz
Trading vs Dev
Replies
5
Views
1K
MichaelLewis
MichaelLewis
siddhantkeshav
COMPARE Stevens MFE vs Rutgers MQF
Replies
2
Views
937
potatopeeler
potatopeeler
H
Advice needed: BB Trading Vs HF QR Out Of Undergrad
Replies
5
Views
975
MichaelLewis
MichaelLewis
surajrl
Masters Degree vs. Work Experience
Replies
7
Views
1K
quanthopefully
quanthopefully
Back
Top Bottom