sandkoan

#!/bin/bash

press_enter()
{
    echo -en "\nPress Enter to continue"
    read
    clear
}

selection=

sandkoan

" .vimrc
" Author: Steve Losh <[email protected]>
" Source: http://bitbucket.org/sjl/dotfiles/src/tip/vim/
"
" This file changes a lot.  I'll try to document pieces of it whenever I have
" a few minutes to kill.

" Preamble ---------------------------------------------------------------- {{{

" Dear /bin/bash: fuck you and your bullshit, arcane command-line behaviour.

sandkoan

At the beginning of 2030, I found this essay in my archives. From what I know today, I think it was very insightful at the moment of writing. And I feel it should be published because it can teach us, Rust developers, how to prevent that sad story from happening again.

---

What killed Haskell, could kill Rust, too

What killed Haskell, could kill Rust, too. Why would I even mention Haskell in this context? Well, Haskell and Rust are deeply related. Not because Rust is Haskell without HKTs. (Some of you know what that means, and the rest of you will wonder for a very long time). Much of the style of Rust is similar in many ways to the style of Haskell. In some sense Rust is a reincarnation of Haskell, with a little bit of C-ish like syntax, a very small amount.

Is Haskell dead?

sandkoan

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

sandkoan

#!/usr/bin/python3

import clize
import re
import json
from collections import defaultdict
import requests
from your_secret_config import TOKEN

regex_split = re.compile(r"(event:status|event:infer)\n")