Stop trolling. Your advice is not valuable; from what I've seen you post things with no content whatsoever. Although it does sound like you have a...
I haven't used it, but what I gather is that it's an abstraction layer over sending messages via sockets.
Okay, I got confused. Obviously shared memory doesn't work between different computers because it's impossible. I meant that when they are on the...
Thanks for the feedback. The words you mentioned -- task processing, async programming and actor model -- to my mind are all just frameworks or...
+1 to thread starter being able to moderate their own threads.
Hmm, here's a couple more implementations. LockFree++ LMAX's Disruptor The first is 100 ns, and the second is 52 ns per message, both on...
Okay, here is my first real post :). In this post I'm going to do some IPC (inter-process communication), and how to share memory between...
It was funny the first time. Now you are really starting to hurt my feelings! Seriously though let's keep this thread on topic. Attacks aimed at...
@NetTecture: True, that! @clearinghouse: Yeah, it's a problem haha. The idea is to only trade things when they are so mispriced that blow...
It's like (3/2) * x^-1. Use the power rule and you get -1 * (3/2) * x^-2.
Oh, I forgot to answer this. Nothing is *wrong* with C++ per se. It is just hard to write, hard to read, hard to maintain, and generally...
Jebus I didn't actually expect so many responses. @clearinghouse: Provider. And don't have access to serious speed although I wish I did ;)....
Probably missing out on benefits of a DB ;). But really, what do you use a tick data file for? You don't need to cache queries, build inner joins...
Anyone think there is a market for Bitcoin HFT?
Not really. For starting a program or computer, especially if the filesystem is fragmented, you need to make a bunch of different random reads...
Hey, I figure I'll spend half an hour to an hour a week writing about various aspects of building the infrastructure behind a trading system....
Good luck!
Yeah ext4 is quite good (although I have never compared it to anything else myself). I also read that reiserFS is good here:...
Nope, sorry. If you're serious about learning to program a good exercise would be to write your own backtesting software. The first try will suck...
I've done some stuff like this before although not with NT. An elegant way to do this is to figure out the market data protocol for another...
Separate names with a comma.