Heads Down Coding of the User Authentication for Vendor Data
Today has been a very heads down coding day where I've spent almost all day getting the new features of the Vendor's new API working in the server and clients of my market data server. I was originally going to have the client-side code handle the authentication as I've done that in the past with pretty good success. But I know that this vendor is not really big into speed on his responses, so I was hoping to be able to build this all on the server-side and then cache the positive results for a day so that subsequent requests for the authentication would not hit the vendor's back-end systems all day long.
I was happy to see that they had what I needed - even if it took a little poking and prodding to get it to work, and know what data I needed to pass to it. In the end, I was able to incorporate it as a regular server-side feature which is going to make the cache a very welcome addition. Not the least of which is that we no longer are limited to their client-side code and response times.
With all this put into the market data server, I'll start tomorrow on the authorization - or the exchange-based filtering of the data. Again, I'm hoping to find it in the server, and I have a few leads to chase down before I'm sure, one way or the other, that I can or can't do it. It sure would be nice, though.