C tutorial for high-frequency trading (HFT)

To call Python code in C, you must first initialize the interpreter, and then you can achieve interaction by executing strings, files, or calling specific functions. 1. Initialize the interpreter with Py_Initialize() and close it with Py_Finalize(); 2. Execute string code or PyRun_SimpleFile with PyRun_SimpleFile; 3. Import modules through PyImport_ImportModule, get the function through PyObject_GetAttrString, construct parameters of Py_BuildValue, call the function and process return

In C, the POD (PlainOldData) type refers to a type with a simple structure and compatible with C language data processing. It needs to meet two conditions: it has ordinary copy semantics, which can be copied by memcpy; it has a standard layout and the memory structure is predictable. Specific requirements include: all non-static members are public, no user-defined constructors or destructors, no virtual functions or base classes, and all non-static members themselves are PODs. For example structPoint{intx;inty;} is POD. Its uses include binary I/O, C interoperability, performance optimization, etc. You can check whether the type is POD through std::is_pod, but it is recommended to use std::is_trivia after C 11.

In C, there are three main ways to pass functions as parameters: using function pointers, std::function and Lambda expressions, and template generics. 1. Function pointers are the most basic method, suitable for simple scenarios or C interface compatible, but poor readability; 2. Std::function combined with Lambda expressions is a recommended method in modern C, supporting a variety of callable objects and being type-safe; 3. Template generic methods are the most flexible, suitable for library code or general logic, but may increase the compilation time and code volume. Lambdas that capture the context must be passed through std::function or template and cannot be converted directly into function pointers.

In C, the mutable keyword is used to allow the object to be modified, even if the object is declared as const. Its core purpose is to maintain the logical constants of the object while allowing internal state changes, which are commonly found in cache, debug counters and thread synchronization primitives. When using it, mutable must be placed before the data member in the class definition, and it only applies to data members rather than global or local variables. In best practice, abuse should be avoided, concurrent synchronization should be paid attention to, and external behavior should be ensured. For example, std::shared_ptr uses mutable to manage reference counting to achieve thread safety and const correctness.

AnullpointerinC isaspecialvalueindicatingthatapointerdoesnotpointtoanyvalidmemorylocation,anditisusedtosafelymanageandcheckpointersbeforedereferencing.1.BeforeC 11,0orNULLwasused,butnownullptrispreferredforclarityandtypesafety.2.Usingnullpointershe

Smart contracts are one of the core innovations in blockchain technology, which enables trustless automation protocols through code. It is not a downloadable APP, but an underlying technology. For ordinary users, you are exposed to various DApps built on platforms such as Ethereum and Solana. For developers, which platform to choose depends on the specific needs of the project, such as performance, cost, security, and target user base. As technology continues to mature, smart contracts will show great potential in more fields such as finance, gaming, and the Internet of Things.

To use C for high frequency trading (HFT), focus on performance, stability, and low latency. 1. Master the underlying system knowledge, including CPU caching mechanism, system call overhead and using perf tools to analyze hot spots; 2. Optimize compiler options and code structure, such as enabling -O3, LTO, reducing the use of virtual functions, and optimizing the structure layout; 3. Use zero-copy technology, non-blocking UDP, batch data processing to achieve low-latency network communication, and use shared memory or RDMA if necessary; 4. Emphasize debugging and testing strategies, including static analysis, unit testing, stress testing and light-weight logging, and verify the correctness of logic in combination with the simulator.

In C, the lambda capture clause controls how external variables are introduced into the lambda function through values, references, or default patterns. 1. The capture list is at the beginning of the lambda expression and is used to capture variables in the external scope for internal use of the lambda. 2. The variable will be copied through value capture ([var]). Modifications in the lambda will not affect the original variable. If you need to modify the copy, you need to use the mutable keyword. 3. By reference capture ([&var]) allows lambda to directly modify the original variable, but there is a risk of dangling references. 4. Default capture mode [=] automatically captures all used variables by value, [&] automatically captures by reference, but should be used with caution to avoid potential errors.