Engineering

Five years ago I joined the electronic trading firm not knowing what a cache line was. I thought garbage collection was something that happened to other people’s code. I had never looked at assembly output from a Java program. I’d heard of the LMAX Disruptor but had no idea why it existed. By the time I left, I had opinions about CPU prefetchers. I had read the Intel 64 and IA-32 Architectures Software Developer’s Manual for fun. I could look at a flame graph and immediately see the GC pressure. I had shipped components processing a million messages per second with sub-millisecond p99 guarantees. Here’s what that environment actually teaches you. ...

Three years into building trading systems, the end of 2014 felt like a good moment to stop and audit what we’d built. Not a full rewrite assessment — more a structured reflection on which bets paid off, which didn’t, and what the data was telling us about where the gaps were. This kind of review is undervalued in fast-moving engineering organisations. You learn a lot from production behaviour over years that you can’t learn from design docs. ...