Machine Learning at Jane Street

Ideas you will meet

Distributed Systems

Consensus, time, failure and the fundamentals of scale-out.

Machine Learning Systems

Recommendations, ranking, feature stores and serving models at scale.

What we already know about this

Our own lessons on these ideas. Read them here before you start, so it makes sense.

• Low-Level Design Practice · 10 minATM machineA machine that behaves differently in each state: the State pattern, card and PIN checks, and cash dispensing with limits.Read hereClose

  The problem

  An ATM accepts a card, checks the PIN, then lets the customer check balance, withdraw cash or deposit, and returns the card. It talks to a bank to authorise operations and holds a limited amount of cash.

  States

  100%

  Figure SDA-LLD-06-1 · ATM states · © forcsguy.com

  In Idle, "enter PIN" makes no sense; in Authenticated, "insert card" makes no sense. The State pattern puts those rules inside state objects instead of if (state === ...) chains.

  interface AtmState {
    insertCard(atm: Atm, card: Card): void;
    enterPin(atm: Atm, pin: string): void;
    withdraw(atm: Atm, cents: number): void;
  }
  
  class Idle implements AtmState {
    insertCard(atm, card) { atm.card = card; atm.setState(new HasCard()); }
    enterPin() { throw new Error("insert a card first"); }
    withdraw() { throw new Error("insert a card first"); }
  }
  class HasCard implements AtmState {
    tries = 0;
    insertCard() { throw new Error("card already inserted"); }
    enterPin(atm, pin) {
      if (atm.bank.checkPin(atm.card!, pin)) atm.setState(new Authenticated());
      else if (++this.tries >= 3) { atm.retainOrEject(); atm.setState(new Idle()); }
    }
    withdraw() { throw new Error("enter the PIN first"); }
  }
  

  Who is responsible for what

  100%

  Figure SDA-LLD-06-2 · Withdrawal sequence · © forcsguy.com

  • Bank owns the balance and account rules. ATM owns hardware, cash on hand and the session.
  • Cash dispenser holds counts per denomination and decides which notes to give (greedy from the largest, with a fallback).
  • Every step is logged so a failure between "dispensed" and "confirmed" can be reconciled later (a mismatch report, or an automatic reversal).

  Design notes

  • Treat PINs as secrets: never store or log them; the bank verifies, the ATM only forwards an encrypted PIN block.
  • Idempotency: a retried authorise call must not debit twice; use a transaction id.
  • Timeouts: an idle session returns to Idle and ejects the card.
  • Extensions: deposits (count and hold until verified), fund transfers, receipts, and multiple card types.

  Real-world reading

  Related reading

  • Apple Machine Learning BlogApple engineers · AppleBlogs
  • AWS Machine Learning BlogAmazon Web Services engineers · Amazon Web ServicesBlogs
  • Optimizing Payments with Machine Learning at DropboxDropbox engineers · DropboxCase Studies
  • Machine Learning Platform at YelpYelp engineers · YelpCase Studies

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  • Machine Learning at Jane StreetJane Street engineers · Jane StreetCase Studies
  • Waymo BlogWaymo engineers · WaymoBlogs

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