dfischer

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

dfischer

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

dfischer

#!/usr/bin/env python3
# Distributed under the MIT software license
import binascii, struct, sys, io, argparse
from PIL import Image

IMG_WIDTH = 512 # could be made adaptive...
MIN_HEIGHT = 4 # minimum height of image; twitter won't let us upload anything smaller
BYTES_PER_PIXEL = 4 # RGBA, 8 bit

def div_roundup(x,y):

dfischer

Thue-Mirr interpreter,

https://esolangs.org/wiki/Thue-Mirr

usage: thue-mirr.py [-h] [--debug] [--char] [--num NUM] file

Thue-Mirr https://esolangs.org/wiki/Thue-Mirr Interpreter v1.0 by Salpynx. 2019 CC0

positional arguments:
 file source file to process

dfischer

Thue-Mirr interpreter,

https://esolangs.org/wiki/Thue-Mirr

usage: thue-mirr.py [-h] [--debug] [--char] [--num NUM] file

Thue-Mirr https://esolangs.org/wiki/Thue-Mirr Interpreter v1.0 by Salpynx. 2019 CC0

positional arguments:
 file source file to process

dfischer

I believe this is correct. Please let me know if there are errors. 

X | - 0 +
---------
- | + 0 -
0 | - 0 +
+ | 0 + -

Call this gate "R". It's universal, assuming we have fan-out (trit-copying) and the constants. That is, a circuit of R's can be built 
to represent any function f: T^n -> T where T = {-, 0, +}.

dfischer

;-------------------------------------------------------------------------------
; SIMPL - a very small Forth Inspired Extensible Language
; Implementing the Initialisation, TextTead, TextEval and UART routines in MSP430 assembly language
;
; A Forth-Like Language in under 1024 bytes

; Ken Boak   May 2017
; Loops, I/O, Strings and Delays added
; This version 888 bytes
; SIMPL_430ASM_5

dfischer

; Tiny FORTH
; T. NAKAGAWA
; 2004/08/02-05
;  Register
;  r0: temporary
;  r1-15: input buffer (terminated by 0x00, separated by 0x20)
;  r16: temporary
;  r17: temporary
;  r18: temporary
;  r19: temporary

dfischer

;-------------------------------------------------------------------------------
; SIMPL - a very small Forth Inspired Extensible Language
; Implementing the Initialisation, TextTead, TextEval and UART routines in MSP430 assembly language
;
; A Forth-Like Language in under 1024 bytes

; Ken Boak   May 22nd/23rd 2017
; Loops, I/O, Strings and Delays added
; This version 888 bytes
; SIMPL_430ASM_6

dfischer

/*******************************************************************************
*
* A minimal Forth compiler in C
* By Leif Bruder <leifbruder@gmail.com> http://defineanswer42.wordpress.com
* Release 2014-04-04
*
* Based on Richard W.M. Jones' excellent Jonesforth sources/tutorial
*
* PUBLIC DOMAIN
*