2,531 contributions in the last year@tuanha1508
Engineer. A working journal of system design and design systems: the architecture, the trade-offs, and the decisions behind the things I build.
Building a price-time-priority order book in C++
Part 1 of building a matching engine in C++. How price-time priority works, and the dual std::map plus hash-map design that makes best-bid/ask and order cancellation both constant time. I built it and measured 737K inserts/sec.
Why this blog exists
Most of what I learn at work disappears the moment the ticket closes. This is where I keep the reasoning, written half for the version of me who hits the same wall in six months, and half for anyone who reads 'this has to be constant time' and leans in instead of closing the tab.