Swoorup

use std::ops::Range;
use log::warn;
use wgpu::naga::{FastIndexMap, FastIndexSet};

#[derive(Debug, PartialOrd, Hash, PartialEq, Eq, Clone)]
pub struct DirtyIndexRange {
  start: usize,
  until: usize,
}

Swoorup

import cats.effect.syntax.all.*
import cats.syntax.all.*
import cats.effect.*
import fs2.Stream
import cats.effect.std.Queue
import scala.concurrent.duration.*

import lib.FSM
import lib.actor.{Actor, AskMsg}

Swoorup

open System.Threading.Tasks
open FsToolkit.ErrorHandling
open FsToolkit.ErrorHandling.Operator.Validation

type TaskValidation<'a, 'err> = Task<Validation<'a, 'err>>

[<RequireQualifiedAccess>]
module TaskValidation =
  let inline map f (tv: TaskValidation<'a, 'err>) : TaskValidation<'b, 'err> = TaskResult.map f tv
  let inline bind (f: 'a -> TaskValidation<'b, 'err>) (tv: TaskValidation<'a, 'err>) : TaskValidation<'b, 'err> = TaskResult.bind f tv

Swoorup

import { useEffect, useRef } from 'react';
import './App.css';

import { DataUpdates, HistoricalDataRequest, Price, UTCTimestamp, Viper as ViperCharts } from "@viper-charts/viper-charts";
// import "@viper-charts/viper-charts/dist/style.css";
import { ViperDatabase } from "./ViperDatabase";

const db = createDB();

function onSaveViperSettings(settings: any) {

Swoorup

[config]
# skip_core_tasks = true
# skip_git_env_info = true
# skip_crate_env_info = true
# skip_rust_env_info = true

[env]
CARGO_MAKE_EXTEND_WORKSPACE_MAKEFILE = true
SHARED_LIB_DIR = "${CARGO_MAKE_WORKSPACE_WORKING_DIRECTORY}/shared_lib"
LIBRARY_EXTENSION = { source = "${CARGO_MAKE_RUST_TARGET_OS}", default_value = "unknown", mapping = {"linux" = "so", "macos" = "dylib" } }

Swoorup

use std::task::Poll;

use futures::{Future, FutureExt, Stream};
use pin_project::pin_project;
use tracing::debug;

#[pin_project(project = StreamStateProj)]
#[derive(Debug, Clone)]
enum StreamState<F, S>
where

Swoorup

package lib.cache

import cats.effect.std.{UUIDGen, Supervisor}
import cats.effect.syntax.all.*
import cats.effect.{Async, Clock, Fiber, Outcome, Ref, Resource}
import cats.syntax.all.*
import fs2.Stream
import io.chrisdavenport.mapref.MapRef
import io.chrisdavenport.rediculous.RedisCommands
import io.chrisdavenport.rediculous.RedisConnection

Swoorup

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

Swoorup

import cats.effect.syntax.all.*
import cats.syntax.all.*
import cats.effect.*
import fs2.Stream
import cats.effect.std.Queue
import scala.concurrent.duration.*

case class FSM[F[_], S, I, O](run: (S, I) => F[(S, O)])
case class Ping[F[_]](replyTo: Deferred[F, String])

Swoorup

import * as S from '@typed/fp/Stream';
import * as E from 'fp-ts/Either';
import { pipe } from 'fp-ts/function';
import * as TE from 'fp-ts/TaskEither';

export function streamFromTaskEither<A>(taskEither: TE.TaskEither<Error, A>): S.Stream<A> {
  return pipe(
    taskEither,
    S.fromTask,
    S.chain(E.match(S.throwError, S.of)),