Peder O. Klingenberg | 3 Jan 11:05 2013
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Re: A few newbie questions


Gerry Weaver <gerryw <at> compvia.com> writes:

> I'm sorry. I had intended to mention the kind of projects that I work
> on. I mainly do consulting for banks and various financial
> applications. 

I work for a Norwegian stock broker, Netfonds (http://www.netfonds.no).
We have a fair bit of financial applications, as you might imagine.
Most of them in Common Lisp (Lispworks).

We are not in the HFT market, so our order systems have not been
designed for an environment where the number of feet of cabling between
us and the matching engine is significant, but for our use, Lispworks
has proven fast enough for both market data handling and order
management.  Orders are handled in Lisp from the moment they are
received from the client applications (counting our php frontend as a
client app here) until they enter the wire en route to the appropriate
exchange.  In the other direction, we have Lisp systems reading from the
various firehoses that are market data feeds, converting to a common
format and either pushing to client applications or hanging on to the
data until polled by the web pages.

We have risk management systems crunching large numbers in realtime,
customer relations systems, backoffice and settlement systems, etc, all
written in lisp.  Most of our systems need to talk to a database at some
point, and that is of course no problem.

As you describe, the bulk of our systems are server side and communicate
through custom protocols.  We are not in the business of selling
shrink-wrapped software, we write software for internal use.  Thus, you
will generally not find our applications out in the world.  I suspect
this is the case for quite a lot of Lisp software.

We do have one client application, PrimeTrader, which is given away
freely, and written in Common Lisp.  Leveraging CAPI as the GUI library,
the same codebase is delivered as Windows, Mac and Linux executables
with an absolute minimum of platform-specific tweaks.  (We also have an
iPhone app called PrimeTrader touch.  That is a separate codebase, in
Objective-C, for no other reason than Objective-C being the default for
IOS development.)

The decision of going with Lispworks over other lisp implementations was
taken before my time, so I don't really know the rationale for it, but
we've had no need to move away from it.

--

-- 
Mvh/Regards
Peder O. Klingenberg
Netfonds Bank AS

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Gmane