A few weeks ago we visited an existing client of ours to talk about some new ideas for replacing a functioning options exchange gateway with something new. The existing system worked fine, it was written in C# and ran on .NET, sitting on an 8 CPU box running one of Microsoft’s platforms.
So why change it? A number of reasons were stated but above all was that they wanted something both scalable to extend to other exchanges and at the same time easier to maintain as the markets, data and business change over the coming months.
This could have been done in a number of ways, C++, C#, J2EE etc., we thought a grid solution build on JavaSpaces might be a good option and thought up a plan. Using GigaSpaces' JavaSpace implementtion and C24's Integration Objects (now free) this is what happened...
http://www.c24.biz/download/Options-Exchange-on-JavaSpaces.pdf
