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Doug Patti is a developer in Jane Street’s Client-Facing Tech team, where he works on a system called Concord that undergirds Jane Street’s client offerings. In this episode, Doug and Ron discuss how Concord, which has state-machine replication as its core abstraction, helps Jane Street achieve the reliability, scalability, and speed that the client business demands. They’ll also discuss Doug’s involvement in building a successor system called Aria, which is designed to deliver those same benefits to a much wider audience.
Some links to topics that came up in the discussion:
Jane Street’s electronic trading platforms: www.janestreet...
The FIX protocol: www.investoped...
More on market data and multicast: signalsandthre...
UDP multicast: en.wikipedia.o...
Reliable multicast: en.wikipedia.o....
Kafka: kafka.apache.o...
You can find the transcript for this episode and all past episodes at signalsandthreads.com.