halfelf

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

Prototype-X

Install pgAdmin4 v2.0 with python3 on Ubuntu 16.04 DESKTOP mode

1. Get Python Wheel pgAdmin4

    wget https://ftp.postgresql.org/pub/pgadmin/pgadmin4/v2.0/pip/pgadmin4-2.0-py2.py3-none-any.whl
   

2. Install pip3

    sudo apt install python3-pip
   

JonasGroeger

#!/usr/bin/env bash

# Documentation
# https://docs.gitlab.com/ce/api/projects.html#list-projects

NAMESPACE="YOUR_NAMESPACE"
BASE_PATH="https://gitlab.example.com/"
PROJECT_SEARCH_PARAM=""
PROJECT_SELECTION="select(.namespace.name == \"$NAMESPACE\")"
PROJECT_PROJECTION="{ "path": .path, "git": .ssh_url_to_repo }"

bgromov

#!/bin/sh

# Credits: http://stackoverflow.com/a/750191

git filter-branch -f --env-filter "
    GIT_AUTHOR_NAME='Newname'
    GIT_AUTHOR_EMAIL='new@email'
    GIT_COMMITTER_NAME='Newname'
    GIT_COMMITTER_EMAIL='new@email'
  " HEAD

stodge

"""
module mydjangolib.bigint_patch

A fix for the rather well-known ticket #399 in the django project.

Create and link to auto-incrementing primary keys of type bigint without
having to reload the model instance after saving it to get the ID set in
the instance.

Logs:

rxaviers

People

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😆 :satisfied:	😁 :grin:	😉 :wink:
😜 :stuck_out_tongue_winking_eye:	😝 :stuck_out_tongue_closed_eyes:	😀 :grinning:
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