Andrew | Stack FinanceDeveloper Diary — Limit Order Book SagaI naively assumed building a high performance limit order book would be straightforward. The textbook algorithms seemed simple enough:Sep 25, 2023Sep 25, 2023
Andrew | Stack FinanceDeveloper Diary - Week 2Multi-threaded websockets setup and parsing data from the two(2) exchanges we’ve chosen, and outputting it onto…Aug 21, 2023Aug 21, 2023
Andrew | Stack FinanceDeveloper Diary — Sprint 0Week 1: “development is an iterative process”Aug 18, 2023Aug 18, 2023