The Code Behind HUGE Trading Platforms | Frank Yu In The Engineering Room Ep. 18
175Today's Guest Frank Yu is an engineering leader at Coinbase, focusing on distributed low latency trading platforms.
In some ways the development in ultra-low-latency trading systems is analogous to Formula 1 Car racing. These people push the boundaries of what is possible in software, and sometimes hardware, to squeeze out every last ounce of performance. Code for trading though is not esoteric, or unnecessarily complex, and ideas that are explored in this, sometimes, cutting-edge domain become more widely used in the wider industry, event based systems is one such transfer that springs to mind.
So if you want to learn how to build a trading algorithm, take advantage of event streaming to create a world-class reactive system the Dave Farley's guest in the Engineering Room, Frank Yu, explains, and Dave and Frank explore more broadly what this kind thinking and design means for software engineering more broadly.
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00:00:00 Start
00:00:22 Introducing Frank Yu
00:01:32 Pushing at the Boundaries of Computing
00:03:25 How Fast is “FAST”?
00:04:17 High Performance Computing in the Cloud
00:07:30 Building from First Principles
00:08:18 Keeping Things Simple!
00:11:19 Managing the ‘Time Budget’
00:11:50 Managing Throughput and Latency
00:13:21 Why is Async Messaging Faster?
00:16:21 The Real World is Asynchronous
00:17:10 Is Async Easier for Distributed Systems?
00:20:05 Avoiding Local Conccurency
00:22:27 Building Reactive Systems
00:24:20 Getting to the Fundamentals of Building Distributed Systems
00:25:52 Deterministic Systems
00:29:02 Distributed Consensus
00:33:01 Learning from the Cloud
00:33:37 Actor Based Systems
00:35:13 Differentiating Between Commands and Events
00:40:10 Replaying & Debugging Reality
00:42:10 Taking More Time to Pick a Thread than Doing the Work!
00:44:07 Making an Impact as a Junior Engineer
00:47:37 Easily Testable Systems
00:51:50 Exposing the Fun Engineering Challenges
00:53:51 The Lossy-ness of Non-Deterministic Systems
00:58:16 Streaming Feature Flags as Events
01:01:50 24x7 for Low Latency Systems
01:05:11 Append-Only Code Changes
01:10:14 Checksumming Output for Approval Testing
01:12:18 Thanks!
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🙏The Engineering Room series is SPONSORED BY EQUAL EXPERTS
Equal Experts is a product software development consultancy with a network of over 1,000 experienced technology consultants globally. They increase the pace of innovation by using modern software engineering practices that embrace Continuous Delivery, Security, and Operability from the outset ➡️ https://bit.ly/3ASy8n0
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🖇 LINKS:
🔗 "Deterministic Execution", by Frank Yu ➡️ https://bit.ly/46oEPhF
🔗 “Reactive Manifesto” ➡️ https://www.reactivemanifesto.org
🔗 “Mechanical Sympathy Blog”, Martin Thompson ➡️ https://mechanical-sympathy.blogspot.com
🔗 “10 Numbers Every Programmer Should Know” ➡️ https://gist.github.com/jboner/2841832
🔗 "Stateful Serverless - Actors" ➡️ https://estatejs.com
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📚 BOOKS:
📖 Dave’s NEW BOOK "Modern Software Engineering" is available as paperback, or kindle here ➡️ https://amzn.to/3DwdwT3
and NOW as an AUDIOBOOK available on iTunes, Amazon and Audible.
📖 The original, award-winning "Continuous Delivery" book by Dave Farley and Jez Humble ➡️ https://amzn.to/2WxRYmx
📖 "Continuous Delivery Pipelines" by Dave Farley
Paperback ➡️ https://amzn.to/3gIULlA
ebook version ➡️ https://leanpub.com/cd-pipelines
NOTE: If you click on one of the Amazon Affiliate links and buy the book, Continuous Delivery Ltd. will get a small fee for the recommendation with NO increase in cost to you.
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