Doug Patti is a developer in Jane Street’s Client-Facing Tech team, where he works on a system called Concord that undergirds Jane Street’s client offerings. In this episode, Doug and Ron discuss how Concord, which has state-machine replication as its core abstraction, helps Jane Street achieve the reliability, scalability, and speed that the client business demands. They’ll also discuss Doug’s involvement in building a successor system called Aria, which is designed to deliver those same benefits to a much wider audience.
You can find the transcript for this episode on our website.
Some links to topics that came up in the discussion:
- Jane Street’s client-facing trading platforms
- A Signals and Threads episode on market data and multicast which discusses some of the history of state-machine replication in the markets.
- The FIX protocol
- UDP multicast
- Reliable multicast
- Kafka
