Month December 2019

This is part 3 of a series on improving performance. Click here for part 1, and here for part 2. Now that the basics are done, it is time to start thinking more about testing. Some may say “but what…

This is part two of my order book exercise. To start at the beginning, click here. The initial commit of my order book uses a std::map as a collection of bids and asks. That works, but it has a problem.…

As an academic exercise, I wanted to take on building a matching engine in C++. The purpose here is to iterate through the process of measuring and improving performance. I imagine the initial requirements as naive, with later iterations including…