https://blog.turboawesome.win/tags/data-structures/ Recent content in Data-Structures on Bits, Trades & Systems Hugo en-us Wed, 16 Aug 2017 13:07:00 +0000 https://blog.turboawesome.win/2017/08/persistent-data-structures-are-not-just-for-functional-purists/ Wed, 16 Aug 2017 13:07:00 +0000 https://blog.turboawesome.win/2017/08/persistent-data-structures-are-not-just-for-functional-purists/ Clojure's persistent data structures — immutable, structurally shared — seemed academic until we used them in a concurrent risk system. The concurrency model they enable is genuinely simpler than the lock-based alternative. https://blog.turboawesome.win/2013/10/order-book-implementation-data-structures-for-price-level-aggregation/ Wed, 16 Oct 2013 14:22:00 +0000 https://blog.turboawesome.win/2013/10/order-book-implementation-data-structures-for-price-level-aggregation/ An order book aggregates bids and offers at each price level. The implementation choices — sorted structures, cache behaviour, update semantics — have significant performance implications at market data rates.