One of the truly unconventional development projects was our development of specialized automated agent for foreign exchange (FX) trading.
The customer wanted to implement their unusual ideas at one (and then another) of the popular electronic Forex market trading platforms. The key idea was to be a market maker and a liquidity provider agent, and also to be able to provide the fastest reaction to market events.
Applications like this, that are touching big/real money are normally developed in respective way: robust tooling, a well-established software stack, comprehensive unit test coverage, peer-reviewed code, and thorough documentation.
We were breaking all the rules! That time we took a different approach — a quick and dirty one.
Singlehandedly and rather straightforwardly, we implemented a #FIX (Financial Information eXchange) client in C++ addressing ultra-low latency, and the application was running on a box connected via secure fiber connection with the platform data center located in neighboring building.
At the peak of the swing, we had positions at CurrenEx worth a jaw-dropping $15 million. Yeah, you read that right. Fifteen million bucks!