Today was a kickass day… I love days like this. I woke up this morning with feedback from one of our consultants in Tokyo. Sumitomo Trust went live on FX yesterday and it turns out that they processed 240 incoming MT202 SWIFT messages yesterday and the STP process is working well. The messages come in via MQ and the trades are automatically matched with appropriate payments generated. I felt quite gratified because I seriously suffered trying to implement this stuff.
I spent the rest of the day implementing iteration in our advice document generation language. Calypso generates different formats for advice documents (SWIFT, HTML, text) to be sent from the system via various gateways (SWIFT, E-mail, printer, fax) and the HTML documents are generated based on template files using a rudimentary in-house processing language and keyword substitution. I implemented conditionals a while back but it finally came time to add in iteration. Talk about a blast to code! I’ve got a command queue, contexts and variables being pushed on and off the stack (since we can have nested conditionals and, now, nested iterations). It had been a while since I’d revisited that code and I took advantage of this enhancement to do a lot of refactoring. From the onset (and for historical reasons) I’ve been using JavaCup to generate a parse tree. With the added complexity, however, I’ve moved all of the processing outside of the cryptic cup file, especially now that I’ve got a command queue (since we can only actually execute the commands within the iteration block after we’ve exited it.) Granted, there’s still plenty of performance optimization to do, and I’ve got to investigate whether or not I can use a cache. One limitation of the current setup is that the conditional statements within the iteration block can’t actually reference the iterator. That bugs me, but only a little since all that is really being done is keyword substitution in generated HTML. I’m also pushing the limits of JavaCup, I think… Thankfully, I’ve got the companion book at home so it looks like that’ll be coming off the shelf tonight and I’ll be burning the midnight oil.