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:4 min read·Sep 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…2 min read·Aug 21, 2023----
Andrew | Stack FinanceDeveloper Diary — Sprint 0Week 1: “development is an iterative process”2 min read·Aug 18, 2023----