Case Study |

Microservices Architecture - FI Trading Tools, Rate Curve Contribution



  • The project’s main components are:
  • 1. Rewrite existing Excel based tools as server side services. In particular, migrate Rate Curve contribution spreadsheet.
  • 2. Reverse engineer Excel based algorithm without access to relevant documentation or to original Developer.
  • 3. Design and Implement Service as initial parts of new software architecture.

The Project

What Arrayo’s team has delivered:

– Develop concrete design based on new microservices-oriented software architecture with Google protocol buffers and gRPC services.

– Implement proof-of-concept working example which demonstrates capabilities of chosen components and methodologies.

– After peer review implement Rate Curve Contribution service in .NET and monitoring dashboard in Python and Django.

– Set up GIT repository holding source code and establish SDLC processes for software development helping with model and operation risk management.

– Document all gained knowledge and processes in Confluence.

– Develop automated unit and regression tests.

– Set up continuous delivery system deploying Service releases in Docker containers.


Arrayo has been successful at:

– Relieving traders from maintaining complex and manual process

– Automating routine and well understood tasks and algorithms

– Building a new micro-services architecture that is language and platform agnostic. It lowers maintenance load and helps to deliver new functionality faster by building on existing services. In addition, it helps to satisfy compliance requirements by adopting SDLC methodologies.