The page has been designed and written by Ayumi Ozeki ozekia@gmail.com

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FX trading administration site

A vendor package has its own advantages and disadvantages. The FX trading package I had to deal with was such an example. While the vendor solution allowed setting up users, link the system to bank’s existing credit limit check system, persisting the trades and send them to post trade processing systems, it had significant limitations as we could not tell the following:

- Trades executed and the position of any currency

- User activity statistics

For example, if a trader wanted to know his/her Euro position, the support team (myself included) had to call DBA. The DBA then runs a custom SQL and sends the data file to the support team. Then the support team could figure out by running spreadsheet analysis to answer. The inefficiency was obvious and for those involved in the process it was painful.

Another painful experience was not knowing who were logged in, who tried and failed exactly when and how many times. Again DBA had to be involved in order to figure this out.

I had a luxury of owning HP Unix UAT servers so I came up with an admin website idea. The architecture was quite simple – information request, whether a position or user activities, can be captured via web interface, and a web server can talk to the database. The result to be returned to a web browser.

I installed Tomcat and wrote JSP pages entirely on my own. One help I needed was from DBA; he helped making a connection between Tomcat and Sybase, so all I had to do in writing JSP code was to call some functions and records were available.

This is a screenshot of the site I developed; I changed slightly to hide the identity of the bank among other things.

Note that none of the information presented here was available from the vendor package solution. In other words, in order to see any piece of information on this page, DBA had to run SQL. Besides eliminating the need for DBA and manual process, the summary information was show on one page, enabling the management of the infrastructure and deal flow far more efficient.

With this site query by user ID, currency pair, dates, etc., were instantly done. Click deal ID to see the details of the deal. The color coding is done so that it instantly shows status of the deal. A call to DBA was no longer necessary unless the request was quite unusual.

This web interface was made available only to the support team of less than five people. A separate version for the traders and downstream processing team were also conceived. However before they made it to production my boss assigned me to a different role and it didn’t quite happen.

Additional administration site and application

We were spending quite a lot of time launching terminal and working on Unix scripts and constantly calling DBA and SA. While Unix terminal mode is extremely powerful, it can be actually very dangerous as well as inefficient. As with the FX trading administration site, I came up with an administration site idea. The idea was to let the web server run commands. Instead of a support team manually typing in commands from the terminal, the server can maintain limited set of commands. Via web interface a user selects what to do.

For those who have worked with Unix this screenshot probably makes sense as to what it is showing. It shows the result of “ps” command as well as a link to commands.

This page should be yet again obvious to those who have worked on Unix. It’s showing “ls -l” By clicking a hyperlink provided to each log file from above screen it shows the log file contents.

This is an example of log file detail view. It’s nothing but “cat” command but formatted for HTML viewing.

The team debated whether having a web application to effectively assume the same level of login credentials was a good idea or not. We eventually concluded that the access to the site itself was going to be limited to less than five people in the support team and determined it was worth proceeding.

Knowing the typical procedures and commands we ran while on terminal, development of specific list of commands and work flow was not so difficult. I began developing proto-type of the idea, starting with least risky components, such as “cat” and “ps” command equivalent that involved zero change in the server processes. Formatting to fit into the HTML scheme was not so difficult.

It turns out, as with the FX trading administration site additional development, the effort completely halted as I was transferred to a different group. As I began to work in AWS console, I had to believe it is in principle doing the same thing – i.e. what used to require terminal login and text command execution; now you just go to AWS console and be able to do plenty of things. Of course for full control you probably want to go back to the terminal but it appears the idea is the same.

The last update: 8/22/2018

The page has been designed and written by Ayumi Ozeki ozekia@gmail.com

go to home http://ayumi01.s3-website-us-east-1.amazonaws.com