Recently, I ran a quick benchmark comparing Python and F# for a Betfair trading task. The results were clear: my F# code finished in 3 seconds, while the Python version took 10 seconds for the same operation. This lines up with what many developers observe statically typed, compiled languages like F# or C# often outperform dynamic, interpreted ones like Python, especially for property access and json operations.

But I’m curious: what’s your experience with .NET language performance in trading or other latency-sensitive domains? Have you found .NET fast enough for your needs, or have you hit bottlenecks?

Integrating .NET with Faster Languages

Sometimes, even .NET isn’t fast enough for the most performance-critical parts. In those cases, what’s the best way to bring in the raw speed of C, C++, or even Rust?

Here are a few integration patterns I’ve considered:

• P/Invoke (Platform Invocation Services): Directly call C functions from .NET using DllImport. This works well for simple, stable APIs, but can get tricky with complex data structures or memory management.
• C++/CLI: Write a managed C++/CLI wrapper that bridges native C++ and .NET. This is powerful but adds build complexity and is Windows-only.
• gRPC or REST Servers: Run a high-performance service (in C, C++, or Rust) as a separate process, and have your .NET app communicate with it over gRPC or HTTP. This decouples the systems and works cross-platform, but adds some latency and deployment overhead.

Personally, I’m interested in the gRPC approach: exposing Rust or C++ operations as a service, with .NET as a client. This seems to offer the best of both worlds—.NET’s productivity and ecosystem, plus the raw speed of lower-level languages.

What’s Worked for You?

• Have you integrated .NET with C, C++, or Rust for performance?
• What patterns or tools have you found most reliable?
• Any pitfalls or lessons learned?

Let’s share experiences and help each other build faster, more robust trading systems!