Lin Chia Hua Appletone

CKA 考試全攻略流程

前言

接下來分享，我如何一次通過考試，並且拿到90分

我是在去年 2020 Cyber Monday 特價的時候買的，連買多少錢都忘了，而且拖到快過期才去考 XD

考試是採用線上考試的方式，考生可以在家上網，找個安靜的空間就可以考試了（後面會詳細講。

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

	// Magical enhanced SwiftyJSON with tree traversal
	/*
	ex:
	let a_b_c = JSONTree(root: demoJSON, keyPath: ["a", "b", "c"])
	print(a_b_c.parentNode.parentNode["n"])
	*/
	struct JSONTree {
	var root:JSON
	var keyPath:[JSONSubscriptType]