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Thoughtworks Tech Radar March 2012
“F# is excellent at concisely expressing business and domain logic.” “Developers trying to achieve explicit business logic within an application may opt to express their domain in F# with the majority of plumbing code in C#.”
Order – Record type type
Order = { Side : Side LimitPrice : Price Quantity : Quantity IsAllOrNone : bool }
Time in Force – Union
type type TimeInForce = | Immediate | GoodForDay | GoodTillDate of DateTime
F# - not explicitly built for trading butBased on Ocaml which Janes St & others have been using for over a decadeEarly adopters in trading community Credit Suisse, E-OnF# community dominated by finance, insurance
Community MattersPython PrincipleEarly adopters = Traders > DevelopersExcelF#Hedge FundsBanks IT Departments are ConservativeLanguage/Tool approve listRunning VS2005/2008 (via phone interviews)Credit Suisse, Trafigura, BarCap