"Data Driven UIs, Incrementally" by Yaron Minsky

Yaron Minsky explains how Jane Street uses the Incremental OCaml library to build highly efficient, streaming data-driven user interfaces.

Trading in financial markets is a data-driven affair, and as such, it requires applications that can efficiently filter, transform and present data to users in real time. But there's a difficult problem at the heart of building such applications: finding a way of expressing the necessary transformations of the data in a way that is simultaneously easy to understand and efficient to execute over large streams of data. This talk will show how we've approached this problem using Incremental, an OCaml library for constructing dynamic computations that update efficiently in response to changing data. We'll show how Incremental can be used throughout the application, from the servers providing the data to be visualized, to the JavaScript code that generates DOM nodes in the browser. We'll also discuss how these applications have driven us to develop ways of using efficiently diffable data structures to bridge the worlds of functional and incremental computing. Speaker: Yaron Minsky