Blog
Notes on systems programming, performance, and engineering.
1 Sept 2026
Blog Introduction
Welcome to my blog! Here I explain what I am building and why
Introduction
1 Nov 2026
Order Matching Engine Part 3 - Matching Strategies
Here I explain the strategies in my Order Matching Engine and walk through the code
Order Matching EnginePrice-Time PriorityTop/Priority Pro-Rata StrategyC++
1 Oct 2026
Order Matching Engine Part 2 - Data Structures
Here I explain the data structures used in my Order Matching Engine
Order Matching EngineData StructuresC++
1 Sept 2026
Order Matching Engine Part 1 - Overview
Here I explain the functionality and overall architecture of my Order Matching Engine
Order Matching EnginePrice-Time PriorityTop/Priority Pro-Rata Strategy