What's it all about, Alfie?

This morning I found myself sitting here with nothing at all to do because one of the systems I depend on wasn't up, and there was no one here who knew how to get it up. That's a common problem for me, and in the past, what I've done is to learn how to get these things up, and then get them up myself. It always reminds me of the line on West Wing I saw so many years ago: People... Problems are solved by people that show up.

I could not agree more. Show up. Solve problems. After the day I wasted yesterday on this horrible double-bug, I'm not one to say bad things shouldn't happen - they do. Period. But it's the showing up that's really the key. If there's a problem, then by showing up, you can help solve them.

And showing up after it's solved is like not showing up at all.

Today I've spent all day tracking down the most devilish bug in my code - yup, right there in my code. And the reason I didn't see it right away is that this code hasn't changed in several days, and it's been working perfectly for quite a while. But the trick was that it unknowingly depended on another bug, that was fixed yesterday evening, and because it was fixed, my bug became a real bug. But figuring this out was a painful, and laborious, task.

The set-up for the way it used to 'work' was that I had two services, on two boxes, and each service was hosted by a Broker:

The client would randomly contact one of the locator services - most likely, it would be the one on the same box as he was running - but there was no guarantee to this. But for the sake of example, let's say it hits the red box. The locator service is asked "can you handle this symbol?" and if it can, it responds to the client immediately. If it can't, then it asks the Broker to list all services that start with the same name, and then proceeds to ask each if they can handle the symbol.

The red locator hits the blue locator, and since it's got to be one or the other, it answers pretty quickly. So where's the bug? Well... the first one is that if there are two services with the same name, we should 'prefer' the service on the same host as the client. This minimizes the network traffic and keeps things "local" as much as possible. You can see it coming, can't you?

With the preference set to local services, the red locator will ask the Broker for all similarly named services and get - you guessed it: itself! This places it in an infinite loop - but with boost asio, there's only one thread to process things, and that one thread can't receive and send at the same time, so we lock up.

So the fix was simple - don't ask for all similarly named services - make sure you exclude yourself! With this simple one-line fix to the code, everything worked again. It was just a complete day trying to figure out where the problem existed in order to figure out that one line that would do the trick. Ick.

This afternoon, while I was watching my Greek Engine just hum along as pretty as you please, I decided it was time to get busy on some of the lesser projects that needed to be done. One of the first was an exchange feed recorder. Basically, we needed to just take all the UDP datagrams, tag them with the time they arrived, and write it all out in some manner that makes it not too horribly difficult to read and subsequently process.

Interestingly enough, this wasn't that hard. The hardest part was doing the writing of the file. The basics were already there for me in what I'd done already, and I just had to spend a few hours to get everything cleaned up and ready to go.

Now all I need to do is test it. Pretty nice.

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.