Still Working on Serialization Headaches
Most of today has been spent working on little updates to the greek engine based on the results of user testing. Some of it has just been on explaining what the engine does and how to get it to do what you want it to do. This last part was really focused around one of the clients of the engine that's a neat little web page that's communicating to the engine directly through The Broker. This is really kind of neat in that the web clients now don't need a back end server to maintain their state - they maintain their own state, and make calls for data as they need it. Very much the spirit of AJAX, but not at all using XML or anything like that.
Anyway, the issue was how to get the right implied vols out of the model in the engine based on what needed to be passed in. It's not all that hard, but it's detail work, and it really helps to know the business domain reasonably well. The guy doing the web coding isn't really strong in that last category, but he'd trying. We had several meetings about what to do, and he wasn't really the best candidate to drive these meetings, but because it was his code the traders see, it was assumed that he was the guy.
So we had to clear all that up in several meetings.
Other than that, I've still been wrestling with the serialization of the data from the exchange feed recorders to the archive server. For some unknown reason, we are seemingly getting scrambled data, and it's amazing that it's just a problematic issue. Most of the serializations I've done are rock solid. It's just this one.
The size isn't horrendous. The contents are bad. It's a simple std::string containing binary data. Should be a slam dunk. But it's not so simple 100% of the time. And that's the issue. It's such a difficult problem to reproduce.
Late today I thought I'd try shifting from serializing a std::string to serializing a msg::ng::bytes_t array. This is a simple byte array that is implemented as a std::vector<uint8_t> - I just typedef it to make it a little easier to use.
What I'm hoping is that this makes the binary data a little more stable in the serialization and deserialization. We'll have to see tomorrow - I don't want to restart the feed recorders now to put in this new data.