Tagged In code quality :
Type Safe Bit Fields Using Higher-Kinded Polymorphism
Refering to securities, such as stocks or bonds, is far from standard. We all know Apple’s ticker AAPL; But what about the Oracle of Omaha’s company Berkshire Hathaway? Google says BRKA, Yahoo! BRK-A, Bloomberg BRK/A and Reuters BRKa. Due to these oddities, every serious automated trading system like kaChing’s has at its core a powerful… Read more
Murder Your Darlings
Lately I’ve been working on connectivity with NASDAQ. The protocols involve parsing fixed-offset messages of various types. We’re not doing high frequency trading so we are optimizing for programmer efficiency — that is, the API I expose to the rest of the system should make sense, so I’m representing the different types of messages, trading… Read more
Findbugs, Hudson and Pizza Driven Development (PDD)
As you may know kaChing (now Wealthfront) is an test driven engineering organization. Test driven is not an option, its a must. We move fast and push code to production few dozens of times a day in a five minutes release cycle, so we must have high confidence in our code. In complex systems there… Read more