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@halfelf
halfelf / how_to_build_a_fast_limit_order_book.md
Created February 11, 2019 02:18
How to Build a Fast Limit Order Book

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

@munificent
munificent / generate.c
Last active July 4, 2025 13:39
A random dungeon generator that fits on a business card
#include <time.h> // Robert Nystrom
#include <stdio.h> // @munificentbob
#include <stdlib.h> // for Ginny
#define r return // 2008-2019
#define l(a, b, c, d) for (i y=a;y\
<b; y++) for (int x = c; x < d; x++)
typedef int i;const i H=40;const i W
=80;i m[40][80];i g(i x){r rand()%x;
}void cave(i s){i w=g(10)+5;i h=g(6)
+3;i t=g(W-w-2)+1;i u=g(H-h-2)+1;l(u
@ramantehlan
ramantehlan / README-Fancy.md
Last active July 3, 2025 12:27
README template I use for most of my projects.

Introduction

  • Add your project logo.
  • Write a short introduction to the project.
  • If you are using badges, add them here.

📒 Index

@winuxue
winuxue / puppeteer-ubuntu-1804.md
Created May 22, 2019 01:15
Solution for common dependences issues using puppeteer in ubuntu 18.04 (Bionic)

puppeteer dependeces in ubuntu 18.04 (Bionic)

error while loading shared libraries: libnss3.so: cannot open shared object file: No such file or directory

sudo apt-get install libnss3

error while loading shared libraries: libXss.so.1: cannot open shared object file: No such file or directory

sudo apt-get install libxss1
@Pranit-Harekar
Pranit-Harekar / csgo-server-guide.md
Created August 21, 2019 15:41 — forked from fanjin-z/csgo-server-guide.md
Complete Guide for Hosting CS:GO Dedicated Servers

Complete Guide for Hosting a CS:GO Dedicated Server

Creative Commons License.

I tested the setup on Debian Stretch (naive installation) and Jessie (LinuxGSM installation). The setup should work on Debian 8 (Jessie), Debian 9 (Stretch) and Ubuntu (16.04). However, If you're running on Windows or other non-debian based Linux OS (e.g. CentOS, openSUSE), this guide doesn't apply to you.

My Servers:

I'm hosting FFA warm-up and HvH(soon) servers in San Francisco, welcome to join by:

IPv4: 159.89.154.137   
Ipv6: 2604:a880:2:d0::20ad:2001 
@shakna-israel
shakna-israel / LetsDestroyC.md
Created January 30, 2020 03:50
Let's Destroy C

Let's Destroy C

I have a pet project I work on, every now and then. CNoEvil.

The concept is simple enough.

What if, for a moment, we forgot all the rules we know. That we ignore every good idea, and accept all the terrible ones. That nothing is off limits. Can we turn C into a new language? Can we do what Lisp and Forth let the over-eager programmer do, but in C?


@mikaelz
mikaelz / YahooFinance.js
Created April 20, 2020 06:34
Google script to fetch stock quote data from Yahoo Finance
function YahooFinance(ticker) {
var ticker = ticker || "GOOG";
ticker = encodeURI(ticker);
var response = UrlFetchApp.fetch("https://query2.finance.yahoo.com/v7/finance/options/" + ticker);
var chain = JSON.parse(response.getContentText());
return parseFloat(chain.optionChain.result[0].quote.regularMarketPrice);
}
@FlorianBouron
FlorianBouron / multiple-deploy-keys-multiple-private-repos-github-ssh-config.md
Last active April 6, 2023 16:55
How to configure multiple deploy keys for different private github repositories on the same computer

This is probably a common issue for people who wants to deploy serveral repository on one VPS or VM.

This is not going to be rocket science.

The first step is to generate your first ssh key, for this type the following command line in your terminal: ssh-keygen -t rsa -b 4096 -C "[email protected]" When the command CLI is asking you if you want to use a passphrase you might want to press ENTER in order to don't have to type it everytime you will want to pull your repository.

Now copy the content of your public key and add it to Github in your first repository (Settings > Deploy keys). For example on debian it might be:

@skeeto
skeeto / README.md
Last active September 23, 2024 02:16
AI driving simulation
@33eyes
33eyes / commit_jupyter_notebooks_code_to_git_and_keep_output_locally.md
Last active July 17, 2025 14:02
How to commit jupyter notebooks without output to git while keeping the notebooks outputs intact locally

Commit jupyter notebooks code to git and keep output locally

  1. Add a filter to git config by running the following command in bash inside the repo:
git config filter.strip-notebook-output.clean 'jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to=notebook --stdin --stdout --log-level=ERROR'  
  1. Create a .gitattributes file inside the directory with the notebooks

  2. Add the following to that file: