[Chicago-talk] New system architecture

Jason Rexilius jason at hostedlabs.com
Mon Jun 1 11:54:53 PDT 2009

Sorry to chime in here late in the conversation.  I was an architect at 
JP morgan for FX and fixed income web-based trading apps and some 
desktop apps so have a bit of experience in related fields.

For fat client, I would suggest C++ if your desktop app needs good 
performance and Qt if your app needs good cross platform capability.

If you do not need that level of performance I would jump all the way to 
the other end of the spectrum and look at Flex/Flash for fat-client-like 
capability or really well engineered AJAX interactivity (I built 
web-based FX trading apps using java, perl and javascript/HTML back in 
the day that moved very, very fast).

Swing sux big time and you can get pretty close to its performance with 
well engineered flash client, particularly if the server component is 
local network.

For server side, java is one choice, I think perl is still a strong 
candidate depending on _how_ you code.  Python is also a strong 
candidate.  If you are really looking to rock it hard, the best might be 
Erlang. But really it comes down to what language you are comfortable 
with.  A good perl coder can build a faster app than a bad Java coder..

Me personally, unless you were doing heavy real-time trading based on 
market timing, I would build client in HTML/JS and server side with LAMP 
stack (perl, python or PHP) with shared mem or other high performance 
IPC mechanism to whatever your trading data feed provider is (reuters, 
bloomberg, etc.).  If you needed to do transforms or manips on data feed 
I'd right that in C/C++ or erlang.  If youre just talking to a DB, then 
the basic principles of a good handler that wraps all access to DBs and 
good schema design should really be enough. ORMs are often more baggage 
than help but maybe use a simple code generator to do light ORM class 
building or something..

Jay Strauss wrote:
> I don't think we've set upon Java or not.  But I don't feel there is a
> good Perl rich GUI alternative (I know about wxperl, and am not in
> love)
> On Mon, Jun 1, 2009 at 12:35 PM, Michael Potter <michael at potter.name> wrote:
>> Jay,
>> Here is my 2 cents:  If you are intending to replace Perl with Java then
>> consider Groovy instead of Java.  Groovy has a lot of the benefits of Perl
>> (Dynamic Language), but runs on the JVM and can interface with class files
>> that were created with javac.
>> Let us know what you decide.
>> --
>> Michael Potter
>> On Mon, Jun 1, 2009 at 12:14 PM, Jay Strauss <me at heyjay.com> wrote:
>>> Hi all, need some advice.
>>> I want to build a new system.  My bro and I have a small
>>> equity/options trading application.  We cobbled it together in Perl
>>> and Oracle years ago.  Things have broken, some of the stuff we want
>>> to change.  Ultimately we want to start over.
>>> I'm just trying to decide on what architecture to use going forward.
>>> I know this is a pretty wide question.
>>> Most (all) of the processes will run on a single box.  I don't really
>>> have an idea of which presentation route we'll go (full rich client
>>> maybe using Java/Swing, maybe a Java Script client using GWT, maybe
>>> plain HTML).  The client will probably request functionality from the
>>> server.
>>> I was thinking we'd do the whole API for asking for quotes, requesting
>>> analytics, inserting transactins...  via HTTP (SOAP).
>>> Can anyone give me their thoughts on their lessons learned, maybe
>>> routes to try, stuff I should be thinking of...
>>> (again I know this is pretty open ended, but I'm interested in what
>>> others have done with success)
>>> Thanks
>>> Jay
>>> _______________________________________________
>>> Chicago-talk mailing list
>>> Chicago-talk at pm.org
>>> http://mail.pm.org/mailman/listinfo/chicago-talk
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