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Real-time reactive user interfaces need to scale from handling dozens, and sometimes hundreds, of updates per second, to changes in data on a daily or weekly basis, as well as handling input from users. This means that literally everything is a stream of data.
We will discuss how the trading applications we’ve built make extensive use of reactive extensions to compose these streams to provide real-time, correct information about the state of the market, and the system. We’ll talk about the internal architectures of real time trading applications built to handle this sort of complexity.
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Lee Campbell is a .NET Developer, consultant and author of the popular Introduction to Rx book & website. He has been working in London for the past 6 years on front office financial trading applications.