report: add initial introduction

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Bruno BELANYI 2021-04-10 20:19:55 +02:00
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# Subject
The first description of my internship project was given to me as:
> The project is about benchmarking a new service we're building related to
> exchange connectivity. It would involve writing a program to generate load on
> the new service, preparing a test environment and analyzing the performance
> results. Time permitting might also involve making performance improvements to
> the services.
To understand this subject, we must start with an explanation of what exchange
connectivity means at IMC: it is the layer in IMC's architecture that ensures
the connection between internal trading services and external exchanges' own
infrastructure and services. It is at this layer that exchange-specific
protocols are normalised into IMC's own protocol messages, and vice versa.
Here is the list of tasks that I am expected to have accomplished during this
internship:
* become familiar with the service,
* write a dummy load generator,
* benchmark the system under the load,
* analyze the measurements.
This kind of project is exactly the reason that I was interested in working in
finance and trading. It is a field that is focused on achieving the highest
performance possible, because being faster is directly tied with making more
trades and results in more profits.
Because I expressed this personal interest for working on high performance
systems and related subjects, I was given this internship project to work on.
# Context of the subject
# Internship roadmap