Team: Real-Time Market Feeds
Project: Feeds Handler Code Generator
A tool that generates C++ code from a high-level market exchange description written in YAML, which reduces the time to write standards-compliant Feed Handler software by up to 3 days.
- Spearheaded migration from a C++ to a Python codebase to leverage Jinja (template engine) and Python's smaller gearing factor.
- Presented to developers and managers in London and New York offices; received the go-ahead and built upon feedback.
- Collaborated with Feed Developers to pilot the tool for the TASE (Tel-Aviv Stock Exchange) Feed Handler software project.
- Modularised the internal code generation implementation to support an incremental code generation workflow for developers.
Leveraged knowledge in Python, C++, technical communication