Wednesday, 27 October 2010

LMAX Launch

After 3 years of hard work (admittedly only about 1.5 for me), my place of work has finally launched its flagship product LMAX Trader. It's been really exciting to see the fruits of our labour go live and seeing some the reaction in the press. The marketing messaging talks about being the world's first multi-asset retail exchange, real time margining etc, etc.

What's even more interesting is the technology. Some challenging latency and throughput requirements have led us to take a very back to basics approach to the design and eschewed most of the typical solutions in the enterprise software space. The back end is heavily asynchronous with a funky high-performance reliable messaging system, with custom persistence (journal-based). For retail users almost all of the data is delivered over long poll/comet to a single page GWT UI.

It's an incredibly interesting place to work (today our B.A. started modelling our client accounting system using Feynman diagrams). Now that we're live I'm hoping to blog about some of the things I've been working on.

The CTO and I are off to San Francisco next week to speak at QCon (under the Architecture Anarchists track) about some of the challenges we faced and some of the solutions we devised. It will hopefully be interesting for those interested in HPC and concurrency.