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by kthielen
2291 days ago
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I think that part of the problem is to define data structures in a way that can be produced and consumed in multiple languages, algebraic data types are a good "least common denominator" for this. Also w.r.t. reinventing the schema for databases, I have got a lot of mileage out of deriving the schema from code. Shameless plug, I have this little project (https://github.com/Morgan-Stanley/hobbes/) where we have a self-contained header-only library to push structured data out of process with minimal latency, query data concurrently with a Haskell-like PL. It works well for our kinds of systems (millions of orders per day, ~1 billion market data ticks, structured log data from multiple systems involved, ...). |
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