Processing the Future - War stories from the trading floor
The Reactive Extensions (Rx) provides a convenient way to create complex event driven, asynchronous applications. The framework makes it possible to elegantly address a wide variety of application scenarios. In this session, we’ll look at where it might (or might not!) make sense to use Rx, as well as discuss how the framework encourages thinking differently about application architecture. Drawing upon our experiences using Rx to build a high-volume, low-latency production algorithmic trading platform, we’ll identify both the highlights, as well as the lowlights of building asynchronous applications using the framework.