Lin Chia Hua Appletone

https://web.archive.org/web/20110219163448/http://howtohft.wordpress.com/2011/02/15/how-to-build-a-fast-limit-order-book/

The response to my first few posts has been much larger than I’d imagined and I’d like to thank everyone for the encouragement.

If you’re interested in building a trading system I recommend first reading my previous post on general ideas to keep in mind.

My first really technical post will be on how to build a limit order book, probably the single most important component of a trading system. Because the data structure chosen to represent the limit order book will be the primary source of market information for trading models, it is important to make it both absolutely correct and extremely fast.

To give some idea of the data volumes, the Nasdaq TotalView ITCH feed, which is every event in every instrument traded on the Nasdaq, can have data rates of 20+ gigabytes/day with spikes of 3 megabytes/second or more. The individual messages average about 20 bytes each so this means handling

PS: If you liked this talk or like this concept, let's chat about iOS development at Stitch Fix! #shamelessplug

Protocol-Oriented Programming in Swift

Speaker: David Abrahams. (Tech lead for Swift standard library)

"Crusty" is an old-school programmer who doesn't trust IDE's, debuggers, programming fads. He's cynical, grumpy.
OOP has been around since the 1970's. It's not actually new.
Classes are Awesome
- Encapsulation
- Access control

A simple idea using the trick of keypath(...) derived from libextobjc and ReactiveCocoa and null-object pattern.

Create a category method in NSObject and define a macro PropertyNameForClass().

NSObject+PropertyName.h:

#import

	var fetchedResultsProcessingOperations: [NSBlockOperation] = []

	private func addFetchedResultsProcessingBlock(processingBlock:(Void)->Void) {
	fetchedResultsProcessingOperations.append(NSBlockOperation(block: processingBlock))
	}

	func controller(controller: NSFetchedResultsController, didChangeObject anObject: AnyObject, atIndexPath indexPath: NSIndexPath?, forChangeType type: NSFetchedResultsChangeType, newIndexPath: NSIndexPath?) {

	switch type {
	case .Insert:

	extension WKInterfaceController {

	func animateWithDuration(duration: NSTimeInterval, animations: () -> Void, completion: (() -> Void)?) {
	animateWithDuration(duration, animations: animations)
	let delay = dispatch_time(DISPATCH_TIME_NOW, Int64(duration * Double(NSEC_PER_SEC)))
	dispatch_after(delay, dispatch_get_main_queue()) {
	completion?()
	}
	}

	@import Foundation;

	@interface KKWatchAppNotificationCenter : NSObject
	+ (instancetype)sharedCenter;

	- (void)postNotification:(NSString *)key;

	- (void)addTarget:(id)target selector:(SEL)selector name:(NSString *)notification;
	- (void)removeObserver:(NSObject *)observer;
	@end

	changeAlert = [UIAlertController alertControllerWithTitle:@"title" message:@"message" preferredStyle:UIAlertControllerStyleAlert];
	UIAlertController* __weak weakAlert = changeAlert;

	UIAlertAction alertActionOk = [UIAlertAction actionWithTitle:@"Ok" style:UIAlertActionStyleDestructive handler:^(UIAlertAction action) {
	UITextField *t = [[weakAlert textFields] firstObject];
	DLog(@"%@",t.text);
	[weakAlert dismissViewControllerAnimated:YES completion:nil];
	}];
	UIAlertAction alertActionCancel = [UIAlertAction actionWithTitle:@"Cancel" style:UIAlertActionStyleCancel handler:^(UIAlertAction action) {
	DLog(@"%@",action);

	extension Int {
	func times(task:() -> ()) {
	for i in 0..self {
	task()
	}
	}
	}

	5.times {
	println("Hey! You look really like Ruby")

	// Use Gists to store code you would like to remember later on
	console.log(window); // log the "window" object to the console

	platform :ios, '7.0'

	# Core Data
	pod 'SSDataKit', :git => 'https://github.com/soffes/SSDataKit', :commit => '60d432e734ae11e8cfedac8ac5f68c0ce8a1b9ba'

	# On-disk & in-memory caching
	pod 'SAMCache'

	# Fast image view for Core Image
	pod 'SAMCoreImageView', '0.1.3'