Hudson River Trading

An Introduction to SmallGrid

Sep 15, 2021wordpressadmin
An Introduction to SmallGrid
SummaryAI, from the source post

This post details the API for writing data to SmallGrid, including optimizations for row/column lookups using handles and heterogeneous lookup in hash maps. It also describes the implementation of a monitoring system that can automatically watch variables within an event loop, with support for C++ and Python APIs. The Python API is enhanced with a `toDataFrame()` method for easier testing and bulk publishing functions like `publishRow()` and `publishCol()`.

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