exchange-matching-engine-behavior-under-load SKILL.md skillA
exchange-matching-engine-behavior-under-load from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/exchange-matching-engine-behavior-under-load@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/exchange-matching-engine-behavior-under-load/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 11,153 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when estimating how much extra delay a matching engine adds as inbound message rates approach its capacity, and converting that utilisation into a quoting directive. A closed-form model, not telemetry.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Use this skill in high-frequency market making and microstructure simulation to answer one question: *given the message rate the engine is currently absorbing, how much extra delay should I assume before my cancel lands, and should I still be quoting?* During volatility events (FOMC, CPI, index rebalances, crashes) inbound message rates at CME Globex, Nasdaq INET and Eurex T7 spike by an order of magnitude. Because queueing delay grows as $1/(1-\rho)$, an engine at $\rho = 0.9$ adds nine service times of delay where an engine at $\rho = 0.5$ adds one. That delay lands on your **cancel** messages, which is what converts a resting quote into a sniped quote. ## When NOT to Use - **As a measurement.** This is a closed-form model, not telemetry. If you have real wire-to-wire timestamps, use them — see `tick-to-trade-latency-measurement` and `colocation-latency-budget-accounting`. This module is for the case where you can observe a *message rate* but not the engine's internal delay. - **When $\lambda$ is a session average.** M/M/1 assumes Poisson arrivals. Real order flow is strongly clustered and self-exciting, so a model fed the daily mean rate materially …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/exchange-matching-engine-behavior-under-load@sha256:c1f96bced585c94aThe line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_6j67wvyom3tcmmde)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 11,153 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 11,401 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 11,395 B | A | view · diff |
| v1.0.0 | 2026-07-30 | 8b73e90 | 3,680 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 490 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (11153 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_6j67wvyom3tcmmde GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/exchange-matching-engine-behavior-under-load GET https://markdownregistry.com/api/v1/blob/c1f96bced585c94a675bb8b8ab619b274e8ae5652bfbc193204e6f054a40921d
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.