The Code Behind HUGE Trading Platforms | Frank Yu In The Engineering Room Ep. 19
Description
Today'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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