yuqi-zheng

writing / trading

SSE vs SZSE Call Auction: Where the Two Exchanges Tie-Break Differently 中文
Building a Limit Order Book: Price-Time Priority Matching in C++ 中文
Parsing B3 Exchange Binary UMDF Market Data: From pcap to Order Book 中文
Low-Latency Trading Machine: A Practical Linux Kernel Tuning Guide 中文
TSE Itayose Auction Pricing: The Five-Condition Algorithm 中文