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The Befriend-Your-Neighbors design pattern, a recipe for huge classes
Though generally big classes should be avoided in programming, they are necessary sometimes.
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Fast market data retrieval in low-latency trading systems
A market data module is necessary for any trading system.
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std::initilizer_list, a wasted opportunity for C++
Arrays have well-known issues in C++.
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Using C++ exceptions with Lua
When calling C/C++ code from Lua, consider the following cases regarding control flow: Lua calls C/C++ code, and there is an error in C/C++ code.
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Processing files that are too big to fit into memory
Someone shared an interview question he got asked during a programming skills interview session the other day.
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Two dimensional hash tables for low latency trading systems
It is well-known that, in order sto make a trading system low-latency, one needs to optimize its memory access pattern.
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Configurable configuration files
Any nontrivial piece of software would require some kind of configuration, usually by loading a configuration file in program starting up.
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Use Vim as git diff and merge tool
When working on remote servers, GUI-based diff and merge tools are uaually a luxury we cannot afford.
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Daisy chain wiring of functions of no return
Assuming you are working on a toy trading system, it consists of the following modules: A client order validation module (let us call it RequestValidator); A risk check module (let us call it RiskChecker); A order book module to do book-keeping (let us ca…
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Boost::split is broken
Several days ago, I was bitten by this weird behavior of boost::split: if the input string is empty, it puts an empty string into the output vector.