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 # Exec Sum
 
+When making my decision to major in Image Processing and Image Synthesis, my
+main motivator was my growing curiosity for high performance programming, as I
+thought that some of the subjects being taught would lend themselves well to
+furthering my understanding of this domain.\
+On my own, I discovered through a number of conference talks that I watched that
+the field of finance provides many interesting challenges that aligned with
+those interests.
+
+When the opportunity arose to work for IMC, a leading firm in the world of
+*market-making*, I jumped at the chance to apply to them for my internship. When
+asked for the kind of work I wanted to do during that time, I highlighted my
+interests in performance, which lead to the subject of writing a benchmark
+framework for their new exchange connectivity layer, currently in the process of
+being created and deployed.\
+This felt like the perfect subject to learn more about finance, a field I had
+been interested for some time at that point, and get exposed to people that are
+knowledgeable, to cultivate my budding interest in the field.
+
+During my internship, I was part of the *Global Execution* team at IMC, a new
+team that was tasked with working on projects of relevance to multiple desks
+(each of whom is dedicated to working on a specific exchange). Their first
+contribution being to write the *Execution Gateway*, a piece of software that
+should act as the intermediary between IMC's trading algorithm and external
+exchanges. This is meant to replace the current pattern of each auto-trader
+connecting directly to the exchanges to place orders, migrating instead to a
+central piece of infrastructure to do the translation between internal IMC
+protocols and decision, and exchange-facing requests.
+
+As part of this migration process, my mission was to work on providing a simple
+framework that could be used to measure the performance of such a gateway. To do
+so, we must be able to instrument one under various scenarios meant to mirror
+real-life conditions, or exercise edge-cases.
+
+This lead me to first get acquainted with the components that go into running
+the gateway, and what is necessary on the client side to make use of it through
+the *Execution API*, which is in the interface exposed to downstream consumers
+of the gateway: the trading algorithms.\
+Similarly, I learned what the gateway itself needs to be able to communicate
+with an exchange, as I would also need to control that side in the framework to
+allow measurements of the time taken for an order from the client to the
+exchange.\
+To learn about those dependencies, I studied the existing tests for the
+*Execution API*, which bundle client, gateway, and exchange in a single process
+to test their correct behaviour.
+
+Once I got more familiar with each piece of the puzzle, I got to work on writing
+the framework itself. This required writing a few modules that would provide
+data needed as input by the gateway as a pre-requisite to being able to run
+anything. With those done, getting every component running properly was the next
+step. With that done, the last part was to generate some dummy load on the
+gateway, and collecting its performance measurements. Those could be analyzed
+offline, in a more exploratory manner.\
+With that work done, I had delivered my final product relating to my internship
+subject. Taken from a first *Proof-Of-Concept* to a working end result. Along
+the way I learned about the specific needs relating to the usage of those
+benchmarks, and integrated them in the greater IMC ecosystem.
+
+With the initial work on the benchmark framework done, my next area of focus was
+to add compatibility testing for the gateway. The point of this work was to add,
+as part of the *Continuous Integration* pipeline in use at IMC, tests that would
+exercise the actual gateway binaries used in production, to test for both
+forward and backward compatibility. This work fits perfectly as a continuation
+of what I did to write the benchmark framework: both need to run the gateway and
+generate specific scenarios to test its behaviour. This allowed me to reuse most
+of the code what I had written for the benchmark, and apply it to writing the
+tests.\
+The need for reliable tests meant that I had to do a lot of ground work to
+ensure that they were not flaky, this is probably the part that took longest in
+the process, with some deep investigations to understand some subtle bugs and
+behaviours that were exposed by the new tests I was attempting to integrate.
+
+Towards the end of my internship, I presented the work I did on the framework to
+other developers in the execution teams. This was in part to showcase the work
+being done by the *Global Execution* team, and to participate in the regular
+knowledge sharing that happens at IMC.
+
+Joining a company during the COVID period of quarantines, working-from-home, and
+the relatively low amount of face-to-face contact high-lighted the need for
+efficient ways of communicating with my colleagues. Being part of a productive,
+highly driven team has been a pleasure.
+
+Overall, this internship was a great reaffirmation of my career choices. This
+was my first experience with an actual project dealing with performance of
+something actually used in production, and not simply a one-off project to work
+on and leave aside. Being able to contribute something which will be used
+long-term, and have impactful consequences, reassures me in the choice of being
+a software engineer, and the impact of my studies at EPITA.
+
+\newpage
+
 # Thanks and acknowledgements
 
 First off, I would like to thank Jelle Wissink, an engineer from the Global