design/architecture questions

From: matthew c. harad (matthewcharad_at_discussions.microsoft.com)
Date: 08/18/04


Date: Wed, 18 Aug 2004 07:49:06 -0700

hello, i was wondering if some of you super experienced .net developers out
there could give me some broad insight.

i am the only tech guy/developer at a 5 person money management firm (hedge
fund). we trade stocks heavily and frequently. currently we trade manually
(two of the guys sit and trade all day) but ultimately we will move to
automate all of our trading.

i am building a realtime trade analysis and support system. the system will
be a client/server distributed application developed in vb .net which sits on
a msft sql server database. the db is largely in place now, although much
development there remains. i am just beginning the code layer. it will
replace what is currently in place, which is a simple system using excel and
vba.

the server will primarily:
1) interface w/ our data vendors -- overnight jobs to download stock
prices, etc., as well as realtime stock price and volume information during
the trading day
2) execute proprietary logic on the realtime intraday price and volume
information to generate trading signals (i.e. buy, sell, etc)
3) communicate with the clients (trading workstations) -- disseminate
realtime price and volume information intraday as well as the buy/sell
signals, accept new trade edits/entries from the client, distribute other
computed data about trades based on proprietary analysis
4) house the sql db

the clients will have two primary applications:
1) an interface to the database allowing inputs/edits and reporting
2) a trading monitor application which receives and displays the realtime
price and volume information, the trading signals, and the analysis
information generated by the server

the system can start as relatively simple, but needs to be scaleable as we
grow quickly. the dissemination of realtime price and volume as well as
trading signals from client to server should be very fast.

should i be using asp .net to build this system? should the backend be a
web service, a windows service, or just a winforms app? since i am not that
experienced i am most comfortable with the latter two options. what are the
pros/cons of each? if i go winforms, what am i sacrificing?

similar questions about the client side stuff. my guess is that the trading
monitor application will need to be too rich to be a webforms app. should i
make the database interface app a webforms app? as long as i'm not
sacrificing much i'm more comfortable making it a winforms app.

related is how i will communicate the realtime data. i guess if i go
winforms i will use .net remoting? or it seems to me that one of the
advantages of going asp .net is that a lot of the communication work is done
for me. am i right about this?

any insights are greatly appreciated!! i'm sure that for some of you guys
these questions can be easily answered. for me, it's all very confusing and
complicated!

thanks,
matthew



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