Patched implied price bug over lunch with no downtime

Nov. 17, 2021, 12:21 a.m. - posted by Wojtek

Our tech stack continues to pay dividends! Today, we fixed an intricate bug in our implied price engine.  We obviously did not want to hesitate with delivering the fix, so it was deployed during trading hours, with zero downtime for our users, no impact on live feeds, or performance. Our technology allows for such deployments, when users continue to work as usual with no interruptions, and the corrected numbers on the screen being the only indication that the deployment has been completed.

The bug impacted our built-in aggregate implied prices. Under very specific conditions aggregate prices were being implied incorrectly. It was raised by one of our clients this morning and patched over lunch.