Reactive Framework thoughts

I have been very slack with blogging recently, as I was too busy with work and life. I've recently moved jobs, and even though I'm just as busy as I was in my previous job, I have a long train commute so I thought that I may as well do something constructive with my time. I figured that blogging is as good as anything else.

In my new role, I'm working on a project that makes heavy use of the the RX Framework, and I’m getting up to speed as fast as I can. It's actually really fun – the way to approach a problem is different to the old method I’m used-to of having async callbacks everywhere, it’s much more functional, and at the start I felt a little bit like my brain had been turned inside out.

The project is using RX for handling the streaming of trading data, and for orchestrating asynchronous operations. The code base is a lot more succinct, understandable and elegant, than it would be without RX (though I’m finding it takes more time to think through how to write the RX operations). There are no .NET events throughout the codebase, all events are exposed as IObservables, allowing for composition with all sorts of async operations.

I've come across the following blog post, where the author was performing calculations on trade data, and that sprung to mind how in a previous job I was manipulating streams of data from hardware devices, and I thought I might go ahead and have a bit of a play with this.

http://eprystupa.wordpress.com/2009/12/20/running-vwap-calculation-using-reactive-extensions-for-net/

I’ll play with this in my next blog post(s).

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