Building Robust Codebases with Python’s Type Annotations
Hudson River Trading’s Python codebase is large and constantly evolving. Millions of lines of Python reflect the work of hundreds of developers over the last decade. We trade in over 200 markets worldwide — including nearly all of the world’s electronic markets — so we need to regularly update our code to handle changing rules and regulations.
How Our Engineers Hot-Patched a Third Party Binary Library
Building a Dependency Graph of Our Python Codebase
In keeping with our roots in high frequency trading, HRT moves fast. As is the case with any metric in engineering, speed has its tradeoffs. Over the last half-decade, HRT saw exponential growth in the size and interconnectedness of its research-oriented Python codebase, owing to a combination of a scrappy engineering culture that generally prizes “good enough” over “perfect,” our collaborative working environment that encourages code sharing between teams, and a period of accelerated growth.
Optimizing UX/UI Design for Trading at HRT
It might seem counterintuitive for a trading firm with a heavy emphasis on automation to spend resources on user interfaces; however, UX/UI can have a large impact on even fully automated trading. While we try to automate as much as we can, UX/UI is critical in the...