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google-styleguide and Swaps Liquidity


google, styleguide, here.

Every major open-source project has its own style guide: a set of conventions (sometimes arbitrary) about how to write code for that project. It is much easier to understand a large codebase when all the code in it is in a consistent style.

“Style” covers a lot of ground, from “use camelCase for variable names” to “never use global variables” to “never use exceptions.” This project holds the style guidelines we use for Google code. If you are modifying a project that originated at Google, you may be pointed to this page to see the style guides that apply to that project.

Our C++ Style GuideObjective-C Style GuideJava Style GuidePython Style GuideShell Style GuideHTML/CSS Style GuideJavaScript Style Guide, and Common Lisp Style Guide are now available. We have also released cpplint, a tool to assist with style guide compliance, andgoogle-c-style.el, an Emacs settings file for Google style.

If your project requires that you create a new XML document format, our XML Document Format Style Guide may be helpful. In addition to actual style rules, it also contains advice on designing your own vs. adapting an existing format, on XML instance document formatting, and on elements vs. attributes.

Will Rhode, Tabb Forum, 4 Tools to Boost Liquidity in the Swaps Market, here.

SEF Aggregation: There are 20 SEFs, so it will be hard, if not impossible, for a buy-side firm to see the best available price in a swap across all the venues that have made that swap available to trade at any given moment in time. SEF aggregation is a service that some dealers are offering to help investors see across multiple order books in a consolidated fashion. This is similar to the concept of Smart Order Routers (SORs) in equities, where an order is automatically routed through a network of dark pools in search of the best price. In the case of aggregation, it will be up to the investor to hit the best price, rather than sending an order out into the market in the hope of a fill, but both operate on the same principle – they look to connect multiple pools of liquidity to facilitate best execution.


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