linl

5 ms·

1. 1.▲
   by linl 2y ago

   Thanks for sharing. I helped write this guide. My team and I collectively wrote connectivity for around 80-140 trading venues at major trading firms before this, and we tried to distill it down to the basics you need to know. Happy to answe
2. 2.▲
   by linl 2y ago

   Recently our team at Databento was debugging a memory leak on an experimental debugging branch. For context, this is on a Rust application that distributes billions of market data messages per day and we're using shared memory/mma
3. 3.▲
   Map_shared and RSS/SHR(jack.culhane.ie)

   1 points by linl 2y ago|1 comments
4. 4.▲
   Building a high-frequency, liquidity-taking strategy in Python(databento.com)

   27 points by linl 3y ago|0 comments
5. 5.▲
   Building high-frequency trading signals in Python with Databento and sklearn(databento.medium.com)

   5 points by linl 3y ago|0 comments
6. 6.▲
   by linl 3y ago

   There are several types of process models that's suitable for a DBMS: 1 process per DBMS worker, 1 thread per DBMS worker, a lightweight thread pool, a process pool, etc. Hellerstein, Stonebraker and Hamilton (2007) is a great introduc
7. 7.▲
   by linl 3y ago

   I agree with this. B-trees vs hash indices, I/O hierarchy, process model, etc. Also in the modern day, it's valuable to learn common strategies behind column-oriented databases such as late tuple materialization, deferred executio