Re:The $440M software error at Knight Capital (2019)
by sokoloff on Monday May 02, 2022 @07:32PM
(#31242505)
You’re likely using human-readable names for the flags and shipping a multi-MB payload of JS and JSON. An HFT firm is likely bit-packing flags so they can send an 8 byte payload rather than 10 and might be using an FPGA hanging right off the PHY to figure out “is this message even interesting to me?”
Your feature flag might be “SHOW_STRIKETHROUGH_PRICING_ON_CROSSSELL_OFFERS”; theirs is a bit mask macro to pick off the 5th bit from the 7th byte. (Why do they care? Because if they allow themselves to get fat and slow, a competitor will take the money.)
Roll-forward only, same day SLA is probably right for your business, but isn’t for a company that could have their systems dusting off $1M every handful of seconds that bad code is running.
Different business problems call for different technical approaches. You should no more adopt theirs than they should yours.
Your feature flag might be “SHOW_STRIKETHROUGH_PRICING_ON_CROSSSELL_OFFERS”; theirs is a bit mask macro to pick off the 5th bit from the 7th byte. (Why do they care? Because if they allow themselves to get fat and slow, a competitor will take the money.)
Roll-forward only, same day SLA is probably right for your business, but isn’t for a company that could have their systems dusting off $1M every handful of seconds that bad code is running.
Different business problems call for different technical approaches. You should no more adopt theirs than they should yours.