report: add engineering practices section

report.md

@@ -323,7 +323,115 @@ FIXME
 
 # Engineering practices
 
-Problematic: development of a benchmark framework
+## Delivering a project from scratch to completion
+
+During the course of my internship, I have had to deliver a product from its
+first *Proof of Concept* to a usable deliverable, going through various
+iterations along the way.
+
+This process started with me getting familiar with the IMC code base, coming up
+to speed with the tooling in use, some of the knowledge needed to work on the
+existing code, etc... Once I was productive, I could start exploring the
+necessary component needed to write a benchmark using the gateway binaries. This
+initial POC was written by gutting some existing code in use for the Execution
+API tests, splitting it into client and exchange code on one side, and gateway
+code on the other.
+
+From this initial experiment, I got more familiar with the different components
+that would go into an implementation of the benchmark. With the help of my
+mentor, I could identify the needed dependencies that would to be provided to
+the gateway binary in order to instrument it under different scenarios.
+
+I worked on writing those components in a way that was usable for the benchmark,
+making sure that they were working an tested along the way. One such component
+was writing a fake version of the RDS (FIXME: what does it mean again?) that
+would be populated from the benchmark scenario, and provided the information
+about financial instruments to the gateway in order to use them in the scenario,
+e.g: ordering a stock.
+
+I went on to write a first version of the benchmark framework for a specific
+gateway and a specific exchange: this served as the basis for further iteration
+after receiving feedback about my design. Writing a second benchmark for a
+second exchange and gateway lead to more re-design.
+
+The basic components of the benchmark framework were useful outside of their
+original intended purposes, as I could reuse them to write the compatibility
+tests, which were similar in the way they make use of the gateway to run a
+scenario and verify the correct behaviour of our system.
+
+With all that work accomplished, I now needed to share my knowledge to make sure
+that my mentor and I were not the only people who knew that this framework
+existed, how to use, or how to work with it. To that end, I documented by
+writing some useful tips I could give to help debug the benchmarks and tests
+using gateway binaries. I also gave a presentation at the end of my internship
+to demonstrate how to run a benchmark, and explain the main components of the
+framework.
+
+I have delivered a complete, featureful product from scratch to finish, complete
+with documentation and demonstration of its use. This is at the heart of our
+schooling at EPITA: making us well-rounded engineers that can deliver their work
+to completion. FIXME: wax a bit more poetics
+
+## Acquiring new skills and knowledge
+
+IMC is part of the financial tech sector, taking a position of market-maker on a
+large amount of exchanges world-wide.
+
+The financial sector, even though I was attracted to it by my previous exposure
+from conference sponsors and blog posts from engineers in the sector, was still
+something I was not familiar with when first joining the company.
+
+There is a large amount of vocabulary and knowledge specific to this industry,
+not even to mention the infrastructure and tooling in use at IMC, which while
+not specific to this industry in particular, was still foreign to me at that
+point.
+
+Before starting my internship, I was advised to read a book about high frequency
+trading, which gave me some context on how exchanges work, and a few important
+words that are part of the financial vocabulary. In addition, I learned about
+IMC's trading infrastructure through a number of presentations that my team lead
+organised with new hires during the beginning of my internship. This not only
+gave me more context about what part of the existing infrastructure was aimed to
+be replaced by the new *Execution Gateway* and the *Execution API*. I also got
+to learn about some of the basics of pricing theory, which underpins our whole
+strategy layer to come up with an appropriate valuation for any product we are
+interested in trading.
+
+I got to further learn about trading and option theory during a training week
+organized with a dozen other summer interns: we were taught some of the
+mathematics that form the basics of valuation reducing risks in trading, the
+associated vocabulary, and apply them during workshop exercises in trading with
+the other interns.
+
+On the technical side, not only did I learn about the software stack in use at
+IMC, as I worked on more and more parts of the code base I discovered new
+tooling put in place to work and debug parts of our stack that are too costly to
+setup or use on any dev computer. One such solution is the *fullsim* system,
+which allows us to simulate our FPGA engines in software, to allow developers to
+debug issues with FPGA interaction without having to fiddle with actual FPGA
+cards or know how to use them. I also introduced my colleagues to new tools that
+they were unaware of, the most prominent being the one I always reach for first
+when trying to debug a piece of software: `rr`, which allows one to record a
+program's execution and run it under a debugger in a totally deterministic
+manner: it allows replaying and rewinding execution at will, making it a great
+asset when dealing with issues that are sporadic, or require tricky timings like
+networked systems.
+
+IMC encourages knowledge sharing across all teams, it permeates the company
+culture, and shows in many ways. An execution engineer is encouraged to learn
+about trading, which gives us more context when interacting with traders,
+spotting mistakes in new strategies or guiding which features would make sense
+to write next. Catch-up meetings are organized regularly between teams.
+Presentations are given to teach people about the work that is being
+accomplished to improve every part of our infrastructure, from deployment
+tooling, developer productivity, to new strategies or components of our systems.
+
+Thanks to my well-rounded education, not only do I feel comfortable being
+exposed to all this information. But I have felt confident that I fit in from
+the start, and could keep pace with the information that was fed to me. I am
+able to pick up those new skills fast, because EPITA taught us the most
+important skill of this trade: I learnt how to learn, and how to flourish while
+doing so.
 
 # Illustrated analysis of acquired skills