CppCon 2016

One of the great perks of working at Chicago Trading Company is our conference budget. We get to attend two conferences a year. Even though I just started, the company sent me to Bellevue, WA for CppCon 2016. It was an awesome, seven-day experience! We attended a two-day advanced C++ training session, then spent the remaining five days attending the different CppCon tech-talks and presentations.

I learned a lot, met some of my old friends and made new acquaintances. I even bumped into Bjarne Stroustrup, the father of C++, who happened to be staying at the same hotel. It was great!

My schedule: https://cppcon2016.sched.com/filipfracz (PDF)

By far my favorite session was the keynote by Jason Turner where he built a Star Wars pong game in C++17 for the ancient Commodore 64. It’s really fun to watch, especially the optimizations that the C++ compiler performs on constants. Very neat.

 

All presentations are available on YouTube and the code is on GitHub.

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Back to Chicago

I really liked my gig at Thomson Reuters and had a great time working on my team. Reuters managed to gather very smart people, both in the US and in China. I had a blast.

What wasn’t so cool was the commute on I-290. For the uninitiated, it’s one of the busiest highways in Illinois. Despite the fact that I was “reverse commuting” the traffic would sometimes be brutal. NPR helped, but I felt like I was just wasting time sitting idly in the car.

Some friends reached out to me and I took the bait. I decided to join Chicago Trading Company. Right downtown, so bye-bye commute, bye-bye I-290! I’m looking forward to my first day!

To my friends at Thomson Reuters

Friends,

As most of you already know, my last day at Thomson Reuters will be this Friday, April 1st. Over the past 15 months, I have had the pleasure of working with some of the brightest (and nicest!) people in my career, on very forward-thinking projects. I have learned a ton and, most importantly, I had a lot of fun and made some good friends and memories.

Let us stay in touch. My personal email address is filip-at-fracz.net, I am also looking forward to connecting on LinkedIn. I wish you best of luck in your future endeavors and hope we bump into each other again.

Best regards,
Filip

My First Patent Application

My friend William just alerted me that our patent application has been published on the USPTO website. This dates back to our days at TT and it’s titled “System, Method, and Tool for Synthetic Order Recovery”. While William already has a few patents in his pocket, this one is my first 🙂

This patent document relates to a system, method, and tool for synthetic order recovery. In certain embodiments, an exemplary method includes detecting a server event associated with a synthetic order server identified by a synthetic order server identifier, wherein the synthetic order server is in communication with the recovery tool; determining at least one active synthetic order associated with the synthetic order server identifier; determining a child order status for each child order related to the at least one active synthetic order, wherein the child order status includes an updated child order quantity since the server event was detected, and wherein each child order is associated with the synthetic order server identifier; calculating an updated synthetic order quantity for each of the at least one active synthetic order and based on the updated child order quantity; generating a recovery package including the at least one active synthetic order and the updated synthetic order quantity; and communicating the recovery package to the synthetic order server associated with the synthetic order server identifier.

Six months at Thomson Reuters

It’s unbelievable how fast the time goes by. It was only in January that I started my new role of Lead Software Engineer at Thomson Reuters, and here we are six months later. Lots of things have happened during those two quarters, and I feel I really grew a lot professionally. I am part of a new team charged with revitalization of TR’s data feed architecture. I live and breathe C++14 and low-latency is my middle name 😉Thomson ReutersThomson Reuters is a much different place than any of my previous gigs. It’s a large, mature company with thousands of well-known clients. Oftentimes I need to interface with our developers in St Louis, Beijing and Hong Kong, sometimes at ungodly times of the day. Good organization is key. Our code is also well designed. I must admit this is the first time that I was forced to write extensive unit tests. It took some time to get used to, but now I really appreciate them. It’s much quicker to find obvious behavior bugs accidentally introduced by code changes. I cannot believe I’ve gone so many years without proper unit test coverage.

Despite Reuters’ size, I feel like I have a lot of power to innovate on my and cross teams. This was something I feared I’d lose in a large firm, but thankfully I was proven wrong. There is plenty of autonomy.

And finally – the people. I am lucky to be surrounded by lots of smart, kind people who are a pleasure to work and hang out with. I’m learning tons of new stuff, which is a definite plus. Let’s keep this thing going! 🙂

TT Platform finally out!

So it finally happened! After all these years of hard work designing, implementing, and unnecessary re-writes (thanks Rick), the TT Platform is finally a go. This is very exciting! Now anybody can sign up and try out my TT Mobile client and enjoy the cloud trading experience. Great job team!

Take a look at the official announcement page.

While I wasn’t able to find a link for the TT SDK download, I am certain that it will become available soon. I had a lot of fun working on the Algo Team, especially on TT SDK. It is the foundation of everything algo-related, including ADL. My friends who left TT are joking we should start offering TT SDK consulting services, since we are the ones who created it. That is actually not a far-fetched idea. Stay tuned 😉

TT Mobile showcase

My friends at TT are really busy trying to get the mobile clients out the door and into production. TT’s twitter account is buzzing with all kinds of photos and videos. I am really happy and proud of how far my apps have come. The end result is looking beautiful and I am sure the end-users will be delighted by both the design and functionality.

I really enjoyed working on TT Mobile, as it presented a very unique set of challenges. How to effectively push price updates over potentially slow cellular connections? How to ensure users don’t accidentally place trades (butt trading anyone)? And how to effectively integrate with the rest of TT’s eco-system? I think the team did a splendid job and the apps are rock solid. One disappointing fact is that both Android and iOS apps could have been released over a year ago, had we chosen to re-use logic. There are ways to write the code once, and use it verbatim on multiple mobile platforms (naturally the look-and-feel needs to be done separately, so that the app feels “native”). I have long argued with the executives and advocated for shared business logic, since it seemed like a no-brainer.

  • Shorter time-to-market. In today’s fast-moving world it’s imperative to be there first.
  • Lower cost of development.
  • Less bugs.
  • Parallel releases on multiple platforms.
  • Lower long-term maintenance costs.
  • Less testing effort.

Other companies are not as short-sighted and have long recognized the benefits of writing the common logic once, instead of re-implementing it for every platform. Xamarin has their cross-platform C#. Google is pushing Java with its ability to share code between Android, iOS and the web. Dropbox uses C++ for shared logic. RemObjects has their cross-platform Swift. Not to mention frameworks like Flash and Cordova. I still cannot believe that the decision makers would rather have us maintain two separate codebases, but I guess you need to be good at engineering to comprehend the benefits.   

On a positive note, I am extremely pleased with the aesthetics of TT Mobile apps; graphical design and usability are essential. Nobody wants to use an app that looks “f-ugly” or that feels cumbersome. Folks at TT spent countless hours doing usability studies and polishing the design. Trust me – a lot of love went into making of these apps. They look awesome, they are snappy and I really hope you’ll enjoy them 🙂

To my friends at TT

Hi Everyone,

I would like to thank each and every one of you, who have been calling TT a second home for all these years. We share many great memories: our outings, team lunches, water cooler talks, as well as simple, honest, everyday work. You guys have touched my life, and I will cherish these moments forever.

The greatest asset of TT has always been its people, and I have been very fortunate to have worked and learned from you. You are the reason this company is the powerhouse it is today. I am proud of our accomplishments.

While I’m moving on to the next great thing, this is a small world and I hope our paths will cross again. I’m looking forward to staying in touch. My personal e-mail is filipfracz-=at=-gmail.com. Let’s also connect on LinkedIn.
I wish you best of luck in your future endeavors.

Sincerely,

Filip Frącz
http://filipfracz.net

TT Mobile available in Google Play

TT Mobile is now available for everyone to download from Google Play. It looks awesome! Great job, team! This version also added support for trading strategies written in TT SDK running on my AlgoSE server. Below is a screenshot showing child orders of SSE’s Time Sliced order. TT’s next generation Synthetic Strategy Engine (SSE) runs on top of TT SDK and AlgoSE server. SSE strategies are written by my good friend William Baker.

Download TT Mobile today! 🙂

 

TT Mobile

TT Mobile now in Google Play store

 

TT Mobile in Google Play

Today marks an important milestone. TT’s next-generation mobile trading app for Android has been deployed to Google Play Store. It’s still in pre-release and available only to beta testers, but we are getting closer every day. It’s very stable and usable. The overall look has deviated slightly from my original design, but I like it better this way. It’s a little bit more intuitive. Below are the main functions of the app so far.

  • Watchlist of instruments
  • Instrument-centric view of orders and positions
  • Trading from order ticket
  • Trading and order management from price ladder (MD Trader)
  • Order management screen
  • Fills and Positions
  • Forever Audit Trail

The users can input trades from order ticket and MD Trader, monitor orders, have a watchlist of instruments, inspect their positions and watch the forever audit trail. Not too shabby for a mobile app! Very full featured, especially when compared to what’s out there. The team did an outstanding job. Oh, and iOS app is coming along as well.

If you have a @tradingtechnologies email address, head over to the link below and download your copy for Android.
https://play.google.com/apps/testing/com.tradingtechnologies.ntm
(pssst – can’t access the page? Make sure you’re logged in only with your TT account. Try incognito mode)

For those of you who don’t yet have access, take a look at some screenshots below.