Andrew | Stack Finance·Sep 25Developer Diary — Limit Order Book SagaI naively assumed building a high performance limit order book would be straightforward. The textbook algorithms seemed simple enough: Add order in O(log n) time by inserting into a sorted tree Cancel in O(1) with a hash lookup based on unique order ID Execute in O(1) by removing from the…Developer Diary4 min readDeveloper Diary4 min read
Stack Finance·Sep 5The Next Frontier in DeFi: A Look at Onchain Structured ProductsTL;DR Onchain structured products are making strides in the DeFi arena, but they’re still just the tip of the iceberg, accounting for a modest 5% of the DeFi market and a minuscule 0.21% of the grand crypto landscape. Considering they hold a Total Value Locked (TVL) of $2.46 billion, dwarfed by…Defi4 min readDefi4 min read
Andrew | Stack Finance·Aug 28Developer Diary — Week 3TL;DR 1. Finalised BigTable architecture; 2. All exchange data outputting onto a local instance of BigTable; 3. Ready to populate a cloud instance of BigTable; and 4. Query design completed and to be worked on next week. “I like Bigtable and I cannot lie, you other brothers can’t deny, that…Developer Diary2 min readDeveloper Diary2 min read
Andrew | Stack Finance·Aug 21Developer Diary - Week 2Multi-threaded websockets setup and parsing data from the two(2) exchanges we’ve chosen, and outputting it onto… My stdout, I forgot to setup BigTable. How does the old adage go? You are your own worst enemy? Well I was most certainly mine. Well at least it worked, and there were no…Developer Diary2 min readDeveloper Diary2 min read
Andrew | Stack Finance·Aug 18Developer Diary — Sprint 0## Week 1 “Development is an iterative process” I repeated for the umpteenth time in an attempt to maintain some semblance of sanity. What is AGILE? What is TDD? I asked, rather facetiously, to no one in particular. I write my programs like I manage my finances — YO-(a word my co-founders wouldn’t…Developer Diary2 min readDeveloper Diary2 min read
Stack Finance·Aug 13Mind the Gap: Addressing the Current Gaps within the Crypto Options MarketIntroduction: Bid-ask spreads, the heartbeat of a market, reflect liquidity and efficiency; they are crucial but often overlooked. Issue and Depth: Crypto Options suffer from bid-ask spreads up to 10x those in traditional markets (10% average, up to 36%) — a sharp contrast to the 1–2% in traditional markets, impeding…Options Trading6 min readOptions Trading6 min read
