Developer Diary - Week 2

Multi-threaded websockets setup and parsing data from the two(2) exchanges we’ve chosen, and outputting it onto…

My stdout, I forgot to setup BigTable.

How does the old adage go? You are your own worst enemy? Well I was most certainly mine.

Well at least it worked, and there were no compilation errors…

Never trust a program that compiles on your first try.

Question: why can’t exchanges have a standardised pattern for REQUESTS/RESPONSES for getting their instruments…?

Now not only do I have to map everything and mutate the data to make it consistent, I have a bunch on miscellaneous fields that will probably be necessary for reporting and computing order routing.

“Development is an iterative…” Ahh, nevermind.

I’m not entirely uncertain that all these exchange devs got together at some point and said to each other:

“Wouldn’t it be funny if we made aggregating our data as hard as (insert that word again) possible for people wanting to build?”

And then they all laughed maniacally.

And that was just when the MVP was two exchanges. Now it’s four and it’s entirely my fault for suggesting that scope creep.

“Development… is.. an… iterative… process…”