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This is none other than Josh Levine, the hacker programmer who invented all modern electronic trading infrastructure (ISLAND / ITCH) and a personal hero of mine
by atemerev 9y ago
This is none other than Josh Levine, the hacker programmer who invented all modern electronic trading infrastructure (ISLAND / ITCH) and a personal hero of mine.
He's now probably rich enough to just play with microcontrollers and have fun all the time. Living the dream.
- jzwinck 9y agoHere is the code that made him famous: http://www.josh.com/notes/island-ecn-10th-birthday/ http://www.josh.com/notes/island-ecn-10th-birthday/ I enjoyed the part where it rounds an order quantity to a multiple of 100 by using string operations. A comment there explains it's to avoid floating point ops. Ah the good old days.
- atemerev 9y agoOMGOMGOMG, FoxPro! I have some history of abusing FoxPro myself, but using it as a real-time matching engine... beyond cool.