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tsuruCapital :: Lambda -> Dollar - UGent
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tsuruCapital :: Lambda -> Dollar - UGent
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Dec 12, 2012 - Why Haskell? Some really good libraries ... 6 byte issue code. 5 * 12 byte best prices ... Example: FRP.
tsuruCapital :: Lambda -> Dollar FLP 2012 Jasper Van der Jeugt December 12, 2012
Hello! My name is Jasper Student at UGent I write Haskell Tsuru Capital @jaspervdj jaspervdj.be
Overview About Tsuru Capital Why Haskell? Example: parsers Example: FRP
About Tsuru Capital
1. Haskell
About Tsuru Capital
2. Small team
About Tsuru Capital
3. Casual atmosphere
About Tsuru Capital
4. Tokyo (and Singapore)
About Tsuru Capital
5. Finance
Overview About Tsuru Capital Why Haskell? Example: parsers Example: FRP
Why Haskell?
Why not Haskell? Too hard? Too slow? Too annoying?
“I don’t know how we would possibly get anything done without Haskell” — Alex
Why Haskell? First commit in 2008 Trader & tools: ±72k lines of Haskell Still some Bash scripts, some Ruby (Not counting external libraries)
Why Haskell?
Types newtype Price = P Int
Why Haskell? Types AveragePrice, FairPrice, KeyPrice, LikelyPrice, Price, StrikePrice, SynPrice...
Why Haskell?
Types Change the type of one function, break the entire build (yay!)
Why Haskell?
Haskell is fast
Why Haskell?
Haskell is fast Haskell can be fast
Why Haskell? Haskell can be fast Performance is always measured (even in production) Daily reports of loop times
Why Haskell?
Why Haskell? Some really good libraries aeson, lens, elerea, text, binary, async, statistics, diagrams, criterion... (Some bad ones as well)
Overview About Tsuru Capital Why Haskell? Example: parsers Example: FRP
Example: parsers
We write a lot of parsers at Tsuru
Example: parsers Parsers in Haskell Happy Parsec Attoparsec ...
Example: parsers Typical proprietary packet 1 * 1 * 1 * 2 * 5 * ...
11 11 10 6 12
byte byte byte byte byte
message no transaction code market opgroup code issue code best prices
Example: parsers
Typically ASCII-only packets KSEBID_0123011101100105...
Example: parsers Using e.g. Parsec packet :: Parser packet = do messageNo UIx Widget
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