Martin martin-mok

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

GROKKING NOTES

I liked the way Grokking the coding interview organized problems into learnable patterns. However, the course is expensive and the majority of the time the problems are copy-pasted from leetcode. As the explanations on leetcode are usually just as good, the course really boils down to being a glorified curated list of leetcode problems.

So below I made a list of leetcode problems that are as close to grokking problems as possible.

Pattern: Sliding Window

Use Multiple SSH Keys for Git host websites (Github, Gitlab)

This is guide about how to configure multiple SSH keys for some Git host websites such as Github, Gitlab, among others.

Creating SSH keys

Create SSH directory:

Chat GPT "DAN" (and other "Jailbreaks")

	Latency Comparison Numbers (~2012)
	----------------------------------
	L1 cache reference 0.5 ns
	Branch mispredict 5 ns
	L2 cache reference 7 ns 14x L1 cache
	Mutex lock/unlock 25 ns
	Main memory reference 100 ns 20x L2 cache, 200x L1 cache
	Compress 1K bytes with Zippy 3,000 ns 3 us
	Send 1K bytes over 1 Gbps network 10,000 ns 10 us
	Read 4K randomly from SSD* 150,000 ns 150 us ~1GB/sec SSD

	# See: https://olegk.dev/go-linters-configuration-the-right-version

	run:
	# Depends on your hardware, my laptop can survive 8 threads.
	concurrency: 8

	# I really care about the result, so I'm fine to wait for it.
	timeout: 30m

	# Fail if the error was met.

	/*
	* MIT License
	*
	* Copyright (c) 2023-2024 Fabio Lima
	*
	* Permission is hereby granted, free of charge, to any person obtaining a copy
	* of this software and associated documentation files (the "Software"), to deal
	* in the Software without restriction, including without limitation the rights
	* to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
	* copies of the Software, and to permit persons to whom the Software is

	// check version
	node -v \|\| node --version

	// list locally installed versions of node
	nvm ls

	// list remove available versions of node
	nvm ls-remote

	// install specific version of node

	(function bookmarksExportToCsv() {
	/**
	* 1. Export bookmarks from browser (supported any Chromium based browsers and Safari) (chrome://bookmarks)
	* 2. Open exported html file again in the browser
	* 3. Copy paste this entire file in console, and execute it (hit enter)
	* 4. You will be prompted to save a CSV file. Save it.
	* 5. Open Notion. Click Import -> CSV
	* 6. Select saved CSV file. Wait for import
	* 7. You have a new database with all your bookmarks
	*/

	exports.createHandler = function (method) {
	return new Handler(method);
	}

	Handler = function(method) {
	this.process = function(req, res) {
	params = null;
	return method.apply(this, [req, res, params]);
	}
	}