What's it all about, Alfie?

This morning I was looking to see if anyone had updated the Gist Vim plugin to support the other functions that I haven't yet gotten time to check on. I found the someone had put it up on GitHub, and checked to see if their repo had the fix I made to the plugin yesterday. He hadn't. But that got me to thinking - Why don't you fork it, and fix it yourself? So I did.

I've now got a repo at GitHub for my fork of the Gist Vim plugin that does a few things that the original didn't:

• Pulling a Gist doesn't split the window - it takes the whole buffer
• Pulling a Gist works with the new API v3 GitHub spec

I pushed it up - worked like a charm, and now I've got a place to keep this bad boy up to date. I still haven't had time to look at the other functions, but I will, and I'll fix them, if needed. The scripting language is pretty nice, and I can't imagine I'd need anything it doesn't support.

It's silly, but this is my first fork on GitHub, and I'm really pretty giddy about it. Jazzed, even.

This morning I have a pretty stable Greek Engine going, so it's time to try and set up the second machine to handle the second-half of the market. After all, we need to cover all of it, and two boxes is pretty cheap in comparison to the existing hardware footprint.

Thankfully, I've recently received the machines that were ordered for just this purpose. SO I had to check on them - make sure they had the iODBC configuration set up, the FreeTDS config - all the things my processes are going to need. Didn't take long, but it was also the right time to get my home directory set up with the SSH keys, etc. Just to make things clean on the boxes.

After that, it was time to get into the configuration of the start-up scripts in the code and the crontab on the new box. It's not all that hard - by design, thank you, but it's something that I really needed to do.

In the end, I have the entire market on two boxes. Not bad, considering what it's replacing.

Today I was trying to use the Gist Vim plugin and noticed that it was a bit broken. In fact, it wasn't even close to working. I was getting HTML redirection messages, and that's not good. So I decided to take a few minutes and see if I could get it back working again. I looked at the site and noticed that it hadn't been updated recently, so it was going to be up to me.

What I figured was that it was in the URL for getting the Gist from GitHub. That's in this code:

function! s:GistGet(user, token, gistid, clipboard)
  let url = 'https://gist.github.com/'.a:gistid.'.txt'
  let winnum = bufwinnr(bufnr('gist:'.a:gistid))

and after a bit of time reading the GitHub API site, and fiddling around with the URL, I was able to see that the correct URL is really:

function! s:GistGet(user, token, gistid, clipboard)
  let url = 'https://raw.github.com/gist/'.a:gistid
  let winnum = bufwinnr(bufnr('gist:'.a:gistid))

So I changed that in my copies, and I'm good to go. For a while.

Today I did a lot more interaction with the UI developer that's putting a beautiful web interface on my Greek Engine. Really, he's using the Greek Engine as a support service to a project that the business is really hot to get into production. It's nice, and pulling from a lot of services registered in The Broker. It's just that he was starting to try and hit my service for data, and not getting anything, and I was not really logging what was happening.

What was happening was he was misspelling the command component, and I was doing exactly what I'd told the system to do - which is nothing, and then return nothing. Clearly, I needed to handle mis-behaving clients a lot better.

What I did was to simply add in a check to see if the client's request was going to cause me to do anything. If not, then I logged it, and sent him back an error. That should make it a lot clearer what is going on for malformed requests. With the logging, this allows me to know what's up with the clients as well. Much better.

As I'm getting ready to move into the "full-up" mode of my Greeks Service, I realize that my client library really needs to auto-discover the servers it can talk to, and certainly, the non-C++ clients need to have an easy way to find out what's hosted where. Given that I really don't want the clients to have to hit something like a mongoDB database and parse the document to get the range, it made a lot more sense to build the discovery into the services themselves. After all, they are going to have to read their configuration from the mongoDB-backed configuration service in The Broker, so it makes sense that if they are already up and going, it should be very easy to have them respond to simple requests for what they cover.

So the first thing to do was to add a "coverage" request/response to the application. This would respond with a list of two strings - the beginning of the covered range, and the end of the covered range. These are obtained from the OPRA channels that we're getting data from, and it's also the filtering criteria on what options to load in from the data master database of instrument data.

This was really simple because there's no need for any security on this call, and it's the only 'call' (aka 'one shot') that the service handles. Pretty simple. With this, the C++ client can then ask The Broker what services it knows about, filtering out based on a very simple pattern match to find the ones that are for my Greek Engine, and then ask each for their coverage. It then builds up the map and it's then easy for the client to know who to dispatch the request to. Nice.

But that's not the end of the story. I also wanted to make it possible to have a client ask a service where to go. This is a very simple service that does basically the same thing, but if we have one per Greek Engine service, then The Broker can load-balance between them, and each will know it's own engine's coverage quickly and easily, and it can repeat the process the client code uses to find out all the others. Once it's got this data cached, it's fast.

The upside is that we have a simple "piggy back" service on each Greek Engine that can locate any symbol or family very quickly. This means that if a web sockets client needs to know who to talk to, they can his this locator service, ask it, get the service name, and then talk to it. Pretty nice.

With this, I've got a pretty nice self-discovery system in place. I could add it to my Ticker Plants too, but I'm not so sure they will benefit as much from it. They broadcast on ZeroMQ reliable multicast channels, and the client is the only way to get to that data. So it's not as big a deal. But it's a nice solution, and I can think about it for later.

The next big thing I wanted to put in my greek service is the ability for users to not only request certain calculations, but actually provide values that are to be used in those calculations. This is taking the form of sending in a map-of-maps of the values to use, and then simply running through the maps, pulling out the values as needed.

Thankfully, I had a good part of these "maps of values" already worked out for the IRC interface. There, I needed to have some way of telling the server that I wanted it to override some values, so I had the basic parsing and handling for each instrument type in the code. I just needed to add in a few values that are traditionally output values, but in some cases, they will be input values for the 'inverse' calculation. Still... not too hard at all.

Next, I'm going to need to add the concept of a frozen state for the instruments. Basically, if I change a value, I need to be sure that it's going to stay that way while I get around to calculating the results based on that value. So I have to "freeze" the instrument, set it's value, and then calculate what I need. I also need to implement unfreeze(), to start accepting updates again. It's pretty easy, and only slightly complicated for an underlying where you might want to freeze() the underlying and all it's options, or a stock, it's options, and all it's futures, etc.

I got all that in this afternoon, and it's ready for the next step - adding the last two special calculations that the client wants. But that's for another day.

This morning was all about polishing my app. There are a few things that I need to see get done, but they are being done by another member of the team, and I can't really jump in there without making waves, so I'm doing more of the fluff stuff in order to get things to a production quality level. It's getting close, but it's not there - yet.

One of the things I patched up was the defaulting of the calculated expiration date. One would think that the model would look at the option's expiration and figure out when it really stops trading and then properly ages the instrument. After all, US Equity options that expire on Saturday don't trade on Saturday, so why have the caller tell the model that it's really halted trading on the Friday before the expiration. No matter what I might do, this is what we needed.

So I wanted to make sure we had a decent default for the option - even though they should all be set by a database pull. I've been around long enough to know that it's only a matter of time before one option expiration isn't in the database and then that guy has a date of 0000-00-00, and the code blows up. After all, who really checks those dates before converting them? Yeah... OK... I do, but that's why I wanted a default in the first place. So I created a little method to take a date in YYYYMMDD format, break it up into a struct tm structure, call mktime() and then look at tm_wday to see if it was a weekend. If so, I backed off to the previous Friday and used that as the default.

It's not perfect, but it's a lot better than doing nothing, and even better than just assuming the expiration is the calculation date. It's little stuff like this that junior programmers don't see the value in. They often think that there has to be a database row, and if not, then it's not their fault. It's not about fault - it's about being able to predict problems and write code to at least mitigate a bit of the problem if not correct it entirely. Yeah, it takes some time, and getting yelled at, to figure out that this is the stage to go back through the code and put in all that polish that you do on furniture in the finishing phase.

It's time well-spent.

This afternoon I noticed that I was having a nasty, intermittent core dump on the client code for my request/response greek service. It didn't happen all the time, and it was always something in the boost ASIO code, and that required that I start digging into that code once again to see what I didn't shut down properly. It has to be one of the threads that are started in the client, and I'm just not shutting it down before bailing on the app, and then there's a thread with nothing to act on. Bam!

So I started digging and while I could require that users of the client call close() before quitting, I don't really like that limitation. I want to make code that's as robust as possible so if the client is a stack variable, and it goes out of scope for any reason, it shuts things down cleanly, and there's no reason to hassle with any shut-down code.

Unfortunately, I hadn't done a lot of that in the base client code. It worked, and my tests hadn't shown an issue, but this particular subclass was just fast enough, or just something enough to cause a timing problem, and about once every ten times, it'd core dump on the exit. Annoying.

So I put in some more shutdown code in the base class. These didn't effect the behavior of the class, it was just a lot more explicit about shutting down the connect and the channel when it needed to. It probably didn't amount to more than 15 lines of code in the base class. But an important 15 lines.

Looks better now.

[6/7 5:30pm] UPDATE: Added one more thing - it seems that I still get the problem after hours. Why? No idea, but it dawned on me that in my destructor for the client class, I'm stopping the boost ASIO io_service thread. And if I'm faster than the stoppage, I'll get into trouble. So I added in a simple join() on that thread after telling it to die, and that made things much better after-hours. Good.

Today I spent quite a bit of the day working on adding a lot of necessary features to my request/response greek engine that I've been working on for the last several weeks. The initial cut of the code had limited features - just to get it out there and working for the clients. Now it was time to really expand the feature set to make it a lot more useful for the clients. This included allowing multiple stock families in the subscription to the service, and properly implementing the filtering in the calculation messages. These features weren't critical to getting something going, but they are going to be critical to efficiently handling a lot of requests.

The other thing I did was to monitor the load on the box while I jacked up the slice of the universe on it in hopes of getting the number of boxes needed to cover the universe to as small a set as possible. I'm hoping to be able to get it all done in two boxes - but that's going to mean monitoring for a few days to make sure there's sufficient head room on the box during the open and close to not loose anything.

Nice and productive day. It's a lot less stress than the last few weeks have been.

This morning I saw that Google Chrome dev 13.0.782.10 was out with an updated version of Flash included. Since it's the only Flash player I have on by system, it's fine that it's at least contained there. I just don't like Flash all that much. I've also read that there was a Flash Player update from Adobe recently due to some security problems, and I'm not exactly sure if this guy is that patched version, or if this is one version behind. In any case, it's the update and I've got it now.

[6/8] UPDATE: that didn't last long... 13.0.782.11 is out already with a very minimal set of release notes. From the comments, it's not clear that this was really about UI tweaks, as much as there was a real problem in one of the builds and this was a quick fix for that guy. Who knows.

[6/9] UPDATE: neither did that... 13.0.782.13 is out today and it's got the same release notes about UI tweaks and stability fixes. I guess it's nice that chrome remembers my open tabs so it's painless to restart.