report/report.md

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Exec Sum

Thanks and acknowledgements

Introduction

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

Engineering practices

Illustrated analysis of acquired skills

Added value

Conclusion

Annex

About IMC

Results & Comments