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LMAX Exchange Staff Blogs

The Regression

LMAX Exchange

LMAX Exchange

We have a problem. A good ol’ fashioned ringbuffer getting full and dropping messages problem. Brilliant, this is definitely what one wants to happen in their Itch market data feed in a production environment. You know, the delta stream where we broadcast every price change and trade to clients? The one where they expect low […]

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Round trip fuzz tests

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James Byatt

Some cute round trip test tricks
In the last post, we looked at layering our deserialization code to keep things simple. This time, we’ll enjoy the delightful testing benefits this effort yields.

Round trip tests
We can do a round trip test whenever we pair an interface with some IO in the following fashion:

code{white-space: pre;}

Some cute round trip test tricks
In the last post, we looked at layering our deserialization code to keep things simple. This time, we’ll enjoy the delightful testing benefits this effort yields…

read more…

Using Nagios to make things good

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Nick Heath

At LMAX Exchange Nagios is one of our essential tools for monitoring and verifying the operation of our systems. We use it for three distinct purposes. Alerting when things break. Recording trends so that we can predict when problems will occur and then mitigate them. Using Nagios to verify the overall structure of our environments. […]

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Agility in Operations

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Tim Turner

Building great stuff fast I’ll be writing some posts over the coming weeks about how we run our technology department including the processes and procedures we use to keep moving fast but continue to work within our regulatory constraints and the demands we put upon ourselves for operational excellence. This post will be covering how […]

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Leaping Seconds

Luke Bigum

Luke Bigum

Just before New Year 2017 a leap second was inserted into Coordinated Universal Time (UTC). At LMAX Exchange we had some luxury to play with how we handled the leap second. January 1st is a public holiday, there’s no trading, so we are free to do recovery if so…

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