Stock Exchange Limit Order Book in Go

I’ve been learning Go this week, and on Tuesday I attended the London Go Gathering at Google’s London Campus. As a learning exercise, I decided to port the winning QuantCup competition entry — implementing a fast stock exchange matching engine for a high-frequency trading bot — from C to Go. You can check out my …

Microsoft.Web.Administration Confusion

Just a quick tip — if you’re having problems with programmatically modifying your IIS sites configuration using the Microsoft.Web.Administration .NET API, and are currently banging your head against the desk because: ServerManager.Sites returns a completely different set of sites than what is visible in IIS Manager, or No matter how many times you call it, …

MVVM async progress meter example using the Task Parallel Library

I’ve just posted up on GitHub a quick example WPF application that shows an MVVM-style progress meter dialog, using the .NET 4.5 Task Parallel Library (TPL). Specifically demonstrating: A progress meter using .NET 4 Tasks (not BackgroundWorkers). Async support. Cancelling of Tasks via CancellationTokens. Exception handling back to the original thread. Reporting background progress updates …

So you want a rollback script?

So you’ve got a new release coming up, including upgrading your production SQL database. You’re writing great upgrade scripts, but now your DBAs are demanding rollback scripts as well. How do you approach this? Do we really need them? Rollback scripts are an expensive overhead to development because of the time and effort involved in …