Opinionated Scala (Reaktor Dev Day 2012)

Valo Research and Trading develops real-time automated trading systems and large-scale data processing applications for the financial markets with Scala.

Scala has a diverse feature set and follows a multiparadigm approach, which makes deciding on design approach and coding style difficult. Scala code can be written in many ways and opinions on best practices vary. Mixing too many styles in a single codebase can result in confusing overall design, which is why Valo writes their Scala in a very specific, opinionated way.

Aki Saarinen discusses the experiences of developing a particular Scala design style, and how Valo ended up with their conventions. The aim of the talk is to challenge the all too typical “better Java” approach and give practical tips on using Scala.

Transcript

1. Opinionated SCALA @AKISAARINEN VALO RESEARCH AND TRADING
2. “A better Java” http://www.flickr.com/photos/powi/4059932439/
5. http://www.flickr.com/photos/jeffyoungstrom/712961369/
6. Everyone using Scala should be opinionated
7. Outline • Our setup • Good programs • Scala pitfalls • Our Scala-style • Questions
8. VALO Research and Trading
9. http://www.flickr.com/photos/osiatynska/3287986172
11. Why Scala? • Productivity, adapting quickly • Good understanding of JVM • Tooling • Java-interoperability
12. Speed? • Not ultra high-frequency • Surprisingly fast, though • Milliseconds, sub-milliseconds
13. Good programs?
14. Abstraction
15. “Programming is the art of telling another human being what one wants the computer to do” Donald Knuth
16. Simplifying
17. SCALA Pitfalls
18. Functional Object-oriented Imperative
19. Imperative while var return for  loop ... FP tail  recursion,  tco val,  lazy  val expressions for  comprehension ...
20. OO FP abstract  data  types functions type  classes classes methods extension  methods ... ...
21. Syntactic features • Symbolic function names • Optional . ; () {} • Infix function calls (1  max  2) • Many uses for underscore (_) • ...
22. JVM limitations • Null • Type erasure • Bad tail-call-optimization
23. No guidelines
24. Our Scala-style
25. Functional programming and immutability
26. “Has-kell-ify” verb: improve the appearance of
27. while var return tail  recursion    over val,  lazy  val      over expressions          over classes ADTs                        over methods functions              over
28. Maximize readability Simplify
29. Examples
30. • Only if there’s a known meaning • Mathematics and Theoretical CS • Linear algebra • Parser combinators (No) Symbolic names
31. Dispatch, WTF?!? /\ :/ / <<? <<< << <:< as_! <& >\ >> >~ >- >>~ <> </> ># >| >>> >:> >+ ~> >+> >!
32. Implicits
33. • OO-style extension methods Implicit Conversions val  timeout  =  3  seconds for  (i  <-­‐  1  until  10)  {  ..  }
34. • Typeclasses: Implicit Parameters Numeric,  Ordering,  ... case  class  Test(i:  Int) implicit  val  TestOrdering  =  new  Ordering[Test]  {    def  compare(a:  Test,  b:  Test)  =  a.i  -­‐  b.i } val  tests  =  List(Test(3),  Test(1),  Test(2)) tests.sorted res1:  List[Test]  =  List(Test(1),  Test(2),  Test(3))
35. Implicits: the bad part http://www.flickr.com/photos/spacematters/2150854729/
36. Agent is a pure function.
37. trait  Agent[State]  {    def  initialState:  State    def  actions(                state:  State,                  event:  Event):  (State,  Actions) } No side-effects
38. case  class  NokiaAgentState(holdings:  Long) Abstract data types
39. object  NokiaAgent  extends  Agent[NokiaAgentState]  {    def  initialState  =  NokiaAgentState(holdings  =  0)    def  actions(state:  NokiaAgentState,  event:  Event)  =  {        event  match  {            case  News(company)  if  company  ==  “NOK1V”  =>                  val  shares  =  100                val  newState  =  update(state,  shares)  val  target  =  Portfolio(“NOK1V”  -­‐>  newState.holdings)                (newState,  Actions.portfolioTransformation(target))            case  _  =>                (state,  Actions.none)        }    }    private  def  update(state:  NokiaAgentState,  shares:  Long)  =        state.copy(holdings  =  state.holdings  +  shares) }
40. Simple DSLs with limited scope
41. Filtering news with a DSL NewsFilter.where(    company      isFrom  (Country.US),    company      belongsTo  (Index.DJI),    category    contains  ("dividend"),    time            isBetween(        start  =  new  LocalTime(12,10),        end      =  new  LocalTime(13,30),        zone    =  TimeZone.EST    ) )
42. Speed?
43. http://www.flickr.com/photos/jeff-o-matic/2055538757
44. def  parseMessage(buffer:  ByteBuffer)  =  {    if  (buffer.position  ==  buffer.limit)        throw  new  PartialMessageException    val  msgType  =          messageType(buffer.get(buffer.position))    if  (buffer.limit  <  buffer.position  +  msgType.size)        throw  new  PartialMessageException    val  msg  =  msgType.parse(buffer.slice)    buffer.position(buffer.position  +  msgType.size)    msg }
45. Summary
46. http://www.flickr.com/photos/newbirth/295135405/ A chainsaw?
47. • Our style: FP + KISS • Everyone should be opinionated • Define your style
48. Thank you @AKISAARINEN http://valotrading.com http://www.github.com/valotrading http://blog.akisaarinen.fi