Reference data service
2020
Spring
PostgreSQL
Protocol Buffers
JUnit 4
Spring Boot
Splunk
Java 8
NATS
Pivotal Cloud Foundry
Dynatrace
To process a card transaction reference data is required. Application is is a reference data distribution service that supplies reference data to several transaction processing microservices. Reference data sources by individual microservices and store that in the memory cache (CAFFINE). Data stored in caffeine will be leveraged during transaction execution. Application is Domain Centric Design uses the hexagonal architecture style, Switch data connector leverages in-house platform event framework which sits on the top of Nats broker and provide the capability to design event-driven application. As per the overall product architecture individual business processing services do not have any durable storage hence it’s the responsibility to switch data connector to Hydrate the container during startup. Leverages the event streaming capability of the broker to supply all the required reference data during startup. Supply incremental changes as delta events to the consumer.
MIFID 2 Regulatory
2016
Spring
SQL Server 2008
FTP
Jenkins
Log4j
Jetty
Control
Mockito
JUnit 4
Powermock
Spring Boot
SSL Security
Java 8
TIBCO EMS
Emr
Spring Integration
New Relic
MIFID 2 is a revamped version of the Markets in Financial Instruments Directive, or Mifid 2, is designed to offer greater protection for investors and inject more transparency into all asset classes: from equities to fixed income, exchange traded funds and foreign exchange. Developed application consist of three module BestExecution, Portfolio compression and Live Pre trade transparency. Best Execution is pre trade transparency report consist of two report RTS 27 Quarterly report and RTS 28 Annual Report. BestExecution module is responsible for generating feed file for RATES product and push to OneTick. One tick is responsible for generation of RTS27 and RTS28 Report. Design of the module is xml-based config driven so that addition, deletion or scope changes to field are made easier. File is pushed using two dependent control-m job using FTPS protocol. Pre trade transparency module is responsible for live publishing of the Quotes which are obligated for mifid 2 regulatory. Application design leverages enterprise integration pattern using Spring Integration framework, wherein multiple system sends quotes to EMS queue. PTT application listens to queue for quotes saves to DB. Further quotes are polled from DB goes through series of filter and transformation and then sent to regulator.