Concord ensures reliability, scalability, and speed for client offerings at Jane Street through state-machine replication.
Aria is designed as a successor system to provide similar benefits to a wider audience with reduced management overhead.
Maintaining data integrity through re-synchronization processes post failures is crucial in trade execution at Jane Street.
Scalability challenges during peak trading days are managed by focusing on concise message encoding for high transaction rates.
Aria's hierarchical topic system enables tailored message consumption, but handling different state machine interpretations presents complexities.
Deep dives
Concord: Evolution of System Design and Divergence from Web Development
Dug shares his journey from web start-ups to Jane Street, highlighting the shift from web frameworks using Node.js and Ruby to working on distributed systems. At Jane Street, the focus is on trading systems without frequent database interactions, contrasting with continuous rollouts in web services.
Concord System Creation and Business Expansion
The creation of Concord for managing bilateral relationships with clients outside traditional exchange trading is discussed. Concord's design reflects Jane Street's shift to service provider, emphasizing reliability, availability, quick response times, and robust audit trails for regulatory compliance.
Concord's Reliability and Recovery Mechanisms
The importance of re-synchronization processes after potential failures or crashes in maintaining trade execution data integrity is explained. Concord leverages sequence numbers in the FIX protocol to ensure reliable message transmission and recovery, aligning with the critical need for order and information persistence.
Concord's Scalability and Efficient Message Processing
Discussion on the system's scalability challenges during peak trading days and the need to efficiently handle high message volumes alongside market data in real-time. The focus on concise message encoding to manage high transaction rates efficiently is highlighted for optimal performance.
Aria: Enhanced Transport Mechanism and Framework for Applications
The introduction of Aria as a more user-friendly and adaptable system compared to Concord, offering reduced management overhead and flexible messaging protocols for different topic versions. Aria's proxy layer enables filtering to streamline message consumption and processing for improved scalability and performance.
Aria's Message Filtering and Multi-Protocol Support
Aria's hierarchical topic system enables structured data organization and subscription filtering for tailored message consumption. The ability to handle different message versions and negotiate protocols enhances flexibility and compatibility across varying data types, ensuring efficient data processing and delivery.
Challenges with Aria's Message Versioning and State Machine Interpretation
The complexities of handling differing state machine interpretations of message versions within Aria are discussed, citing potential complications in ensuring consistent replication and data interpretations across multiple applications. The importance of version alignment and mindful code changes for message processing consistency is emphasized.
Maintaining Integrity and Compatibility in State Machine Evolution
The critical role of ensuring state machine consistency and compatibility amidst evolving interpretations of message data within Aria is underscored. Balancing configuration changes and code updates to preserve operational continuity and minimize discrepancies in data processing and replication is essential for system reliability.
Managing Topic Permissions and Reading Challenges
Users in the system can create topics within specified trees while central administration assigns sub-trees to different users to prevent conflicts. Permissioning reading, especially with multicast packets, presents challenges as multicast lacks individual control over recipients. The system currently allows any user to read, but upcoming features aim to add read permissioning for better data abstraction and security.
Snapshots and State Machine Composition
Snapshots play a crucial role in managing data states, differing from traditional transaction logs and offering application-specific recovery points. Aria's approach involves empowering users to create tailored snapshot servers, reflecting a move towards highly customizable snapshot solutions. This aligns with the concept of composing state machines and modularizing snapshot services to meet diverse application needs effectively.
Doug Patti is a developer in Jane Street’s Client-Facing Tech team, where he works on a system called Concord that undergirds Jane Street’s client offerings. In this episode, Doug and Ron discuss how Concord, which has state-machine replication as its core abstraction, helps Jane Street achieve the reliability, scalability, and speed that the client business demands. They’ll also discuss Doug’s involvement in building a successor system called Aria, which is designed to deliver those same benefits to a much wider audience.
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
