HACKER Q&A
📣 logotype

My software has moved trillions of dollars. AMA


It's a software library that facilitates trades between counterparties, a.k.a. the Financial Information eXchange protocol. My journey from building a hardware accelerated HFT system to pivoting to high-level Typescript. Ask me anything if you're curious.


  👤 logotype Accepted Answer ✓
Before it all started, back in the early 2010s, I read about High Frequency Trading, and it sounded super interesting. I wanted to understand how it worked. Without knowing anything about it, I thought I could simply get a Xilinx dev board and start using Verilog to build a hardware appliance for fast trades. Little did I know that a cheap dev board with limited logic gates wasn’t even enough to fit an Ethernet IP, let alone the challenges of using Verilog. I soon realized that it's probably more suited for electrical engineers (EEs) than software engineers (SWEs).

👤 GianFabien
I have written a lot of C code running on Unix supercomputers for fund managers.

Based on my perhaps limited experience, I would have never thought that any VM based language would be accepted for production use. Could you explain how and where your software is being used in the banking world.


👤 proc0
I wasn't expecting TS and HFT in the same sentence. Are you pivoting to something else with TS? Surely it's not for HFT?

👤 pavel_lishin
... can you say more than the absolute bare minimum you have so far? It's impossible to come up with any decent questions without knowing anything.

edit: wait, is this it? https://fixparser.dev/what-is-fix


👤 sans_souse
Can I have some?