Sarat Chandra iamd3vil

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

Meltdown fix impact on Redis performances in virtualized environments

UPDATE: apparently kernel difference may have a serious impact, so I'll redo the test from scratch.

Test performed with AOF enabled, fsync policy 1 second, allowing the rewrites to be triggered.

Command lines used:

If you want a run-down of the 1.3 changes and the design decisions behidn those changes, check out the LonestarElixir Phoenix 1.3 keynote: https://www.youtube.com/watch?v=tMO28ar0lW8

To use the new phx.new project generator, you can install the archive with the following command:

$ mix archive.install https://github.com/phoenixframework/archives/raw/master/phx_new.ez

Bump your phoenix dep

Phoenix v1.3.0 is a backwards compatible release with v1.2.x. To upgrade your existing 1.2.x project, simply bump your phoenix dependency in mix.exs:

#Phoenix 1.1.x to 1.2.0 Upgrade Instructions

Project Generator

To generate new projects as 1.2.0, install the new mix archive:

mix archive.install https://github.com/phoenixframework/archives/raw/master/phoenix_new.ez

Deps

Docker - How to cleanup (unused) resources

Once in a while, you may need to cleanup resources (containers, volumes, images, networks) ...

delete volumes

// see: https://github.com/chadoe/docker-cleanup-volumes

$ docker volume rm $(docker volume ls -qf dangling=true)

$ docker volume ls -qf dangling=true | xargs -r docker volume rm

	SPC
	SPC: find file
	, switch buffer
	. browse files
	: MX
	; EX
	< switch buffer
	` eval
	u universal arg
	x pop up scratch

	package main

	import (
	"fmt"
	"math/big"
	"context"
	"io/ioutil"

	"github.com/ethereum/go-ethereum/accounts"
	"github.com/ethereum/go-ethereum/accounts/keystore"

	const express = require('express'),
	bodyParser = require('body-parser'),
	request = require('unirest'),
	app = express();

	app.disable('x-powered-by');
	app.set('env', 'production');

	app.use(bodyParser.json());
	app.use(bodyParser.urlencoded({ extended: true }));

	defmodule Config do
	@moduledoc """
	This module handles fetching values from the config with some additional niceties
	"""

	@doc """
	Fetches a value from the config, or from the environment if {:system, "VAR"}
	is provided.

	An optional default value can be provided if desired.

	# You will need fswatch installed (available in homebrew and friends)
	# The command below will run tests and wait until fswatch writes something.
	# The --stale flag will only run stale entries, it requires Elixir v1.3.
	fswatch lib/ test/ \| mix test --stale --listen-on-stdin