I understand that in the Java virtual machine (JVM), warmup is potentially required as Java loads classes using a lazy loading process and as such you want to ensure that the objects are initialized before you start the main transactions. I am a C++ developer and have not had to deal with similar requirements.
However, the parts I am not able to understand are the following:
- Which parts of the code should you warm up?
- Even if I warm up some parts of the code, how long does it remain warm (assuming this term only means how long your class objects remain in-memory)?
- How does it help if I have objects which need to be created each time I receive an event?
Consider for an example an application that is expected to receive messages over a socket and the transactions could be New Order, Modify Order and Cancel Order or transaction confirmed.
Note that the application is about High Frequency Trading (HFT) so performance is of extreme importance.