Signals and Threads

Swapping the Engine Out of a Moving Race Car with Ella Ehrlich

Sep 12, 2022

01:00:28

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Quick takeaways

GORD at Jane Street handles trading data normalization and client connectivity improvements via transitioning to Kafka.

Scalable architecture with parallel pipelines enables efficient message throughput handling during peak trading periods.

Enhancements in engineering processes, like in-code and performance tests, ensure system reliability and efficient maintenance.

Deep dives

GORD System Overview and Legacy Challenges

GORD, a legacy system at Jane Street, manages trading data normalization, position calculations, trade settlement, and regulatory compliance. The challenges of engineering GORD involve its outdated design requiring continuous improvements and adaptations. The system's key tasks include processing diverse trading data sources and ensuring data accuracy and consistency across different exchanges and asset classes.

Learn from Early Mistakes to Build Better Systems

01:39

Insight Recruiting

04:06

G-in Street Recruiting

02:08

GORD - What It Looked Like When You First Came to the Project

02:38

Introduction

2min

What Is Gourd and How Does It Fit Into Jane Street?

4min

What Is the Best Way to Avoid a Catastrophic Failure?

2min

GORD - What It Looked Like When You First Came to the Project

3min

Normalize Symbology

2min

What's Going on With GORD?

4min

What Got in Your Way?

2min

Gourd Message Format - How to Make It Work for You

2min

GORD - What's the System Architecture?

2min

10.

GORD's Architecture Parallelizes Incredibly Well

2min

11.

The Scaling Story Is Simplified and Easier

2min

12.

Gord

3min

13.

Kafka - What's the Magic?

2min

14.

What Kafka Can Do for You?

4min

15.

Getting Rid of the GUI Internal Representation

3min

16.

Is It a Static Segmentation or a More Dynamic System?

2min

17.

E-Gad

4min

18.

GORD - The Story of Day

2min

19.

G-in Street Recruiting

2min

20.

Women in STEM - Insight

2min

21.

Insight Recruiting

4min

22.

Are You Recruiting Women to Jane Street?

2min

23.

Jane Street's Open Source Program for Underrepresented Minorities in Tech

4min

Ella Ehrlich has been a developer at Jane Street for close to a decade. During much of that time, she’s worked on Gord, one of Jane Street’s oldest and most critical systems, which is responsible for normalizing and distributing the firm’s trading data. Ella and Ron talk about how to grow and modernize a legacy system without compromising uptime, why game developers are the “musicians of software,” and some of the work Jane Street has done to try to hire a more diverse set of software engineers.

You can find the transcript for this episode on our website.

Some links to topics that came up in the discussion:

EG, The League of Legends team that Ella is a huge fan of.
Apache Kafka, the message bus that Gord migrated to.
Some of the various sources of symbology you have to deal with when normalizing trading data. (Really, there are too many sources to list here!)
A list of Jane Street’s recruiting Programs and Events, including INSIGHT, which focuses on women, and IN FOCUS, which focuses on historically underrepresented ethnic or racial minorities.

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Signals and Threads

Swapping the Engine Out of a Moving Race Car with Ella Ehrlich

Podcast summary created with Snipd AI

Quick takeaways

Deep dives

GORD System Overview and Legacy Challenges

Performance Requirements and Scalability of GORD

Transition to Kafka and Data Normalization Library

Optimizing Data Handling with Monitoring Streams

Enhancing Engineering Processes for System Changes

Learn from Early Mistakes to Build Better Systems

Insight Recruiting

G-in Street Recruiting

GORD - What It Looked Like When You First Came to the Project

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Signals and Threads

Swapping the Engine Out of a Moving Race Car with Ella Ehrlich

Podcast summary created with Snipd AI

Quick takeaways

Deep dives

GORD System Overview and Legacy Challenges

Performance Requirements and Scalability of GORD

Transition to Kafka and Data Normalization Library

Optimizing Data Handling with Monitoring Streams

Enhancing Engineering Processes for System Changes

Learn from Early Mistakes to Build Better Systems

Insight Recruiting

G-in Street Recruiting

GORD - What It Looked Like When You First Came to the Project

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