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Benedikt Grundmann @ www.janestreet.com – State Machine Replication and the Modern Exchange
November 25, 2016 @ 12:00 - 13:00
- Benedikt Grundmann (https://www.janestreet.com/)
- Electronic exchanges play an important role in the world’s financial system, acting as focal points where actors from across the world meet to trade with each other.
But building an exchange is a difficult technical challenge, requiring high transaction rates, low, deterministic response times, and serious reliability.
- We’ll look at the question of how to design an exchange through the lens of JX, a system that, while not an exchange, is similar in design to many major US exchanges. JX is designed from the ground up around state machine replication, a classic distributed systems technique. This choice has profound affects on the resulting system, providing a simple framework for building a reliable platform, while at the same time requiring very careful performance engineering to make it work effectively. We’ll discuss the pros and cons of the design, and consider the lessons it provides for other transaction processing systems.
Benedikt Grundmann graduated at our Computer Science Department and works now at Jane Street. This is a quantitative trading firm with a unique focus on technology and collaborative problem solving.
- www.janestreet.com/<wbr />technology/
- blogs.janestreet.com
- https://www.janestreet.com/join-jane-street/process/
- open positions: https://www.janestreet.com/join-jane-street/open-positions/
