dm3
Joined 16 years ago
Joined 16 years ago
For me the core of the solution - parquet in object store at rest and arrow for IPC - haven't changed in years, but I'm tired of re-building the whole metadata layer and job dependency graphs at every new place. Of course the building blocks get smarter with time (SlateDB, DuckDB, etc.) but it's all so tiresome.
* code translation - e.g. convert a self-contained implementation of a numerical algorithm from one language to another and generate test cases and property tests which make sure the implementations are equivalent. The goal is to avoid having to proof read the generated code.
* one-off scripts - any task where code design doesn't matter, the amount of code is limited to couple hundred lines (GPT-4o) and the result will be thrown away after use.
* API exploration - producing examples for APIs and languages I'm not fluent in. Reading reference documentation gives a better understanding, LLMs get the results out faster.
This depends a lot on the complexity of the trading system and the trading venue specifics. A system to trade single stocks or futures can be built, certified and running in 3 months. A system for options market making will take a lot longer.
I find the biggest benefit of using a fringe library like this is the ability to read and understand the whole implementation. It's really simple compared to something like React.