Weston Ashgrove

Weston Ashgrove is a C++ quant trading developer who builds the parts of a trading system that cannot be allowed to be wrong: order books, matching logic, and the concurrency and memory-layout work underneath them. He has a simple rule for latency-critical code: nothing is true until it has been profiled, fuzzed, and replayed. That rule runs through this book, from the first order book benchmark to byte-identical crash recovery. He writes for engineers who ship and debug these systems, and he skips the theory that never survives contact with real order flow.https://x.com/dxled_dc