Abstract

VENUE CHANGE - TALK IN LECTURE THEATRE 1

At Jane Street, we rely heavily on inter-process communication and real-time message passing to drive many of our most critical systems, including those that ingest marketdata and implement trading strategies. As we scale up the number of components, however, it becomes increasingly difficult to reason about the consistency and correctness of the overall system.

In this talk, we explore how transaction logs, state machine replication, and control flow inversion have allowed us to structure our applications in a way that lets us reliably deal with data races and process failures. We introduce Aria, a low-latency framework built on top of these ideas that has helped Jane Street scale our trading infrastructure while making it more performant, testable, and robust.

Register at the following link to hear from one of our technologists, and of course, grab some food and swag! https://forms.gle/Rgny4vq53rD8vKpF8

Please note – registration is not required for this event, but it will help us ensure we have enough food and swag for everyone!