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title: Wiki
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Short reference notes on the systems ideas behind my matching engine. Each one is a page I wished existed when I was stuck.

- [[hft-matching-engine|HFT Matching Engine: Build Log and Lessons]]: three architectures, 823K to 2.72M orders/sec, and the systems idea behind each jump
- [[order-book-design|Order Book Design]]: price storage, order queues, trade reporting and price representation, with the trade-offs
- [[cache-locality|Cache Locality]]: why a flat array beats a tree on a hot path
- [[cpp-systems-programming|C++ Systems Programming]]: zero-cost abstractions, intrusive structures, RAII and the memory model