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Cryptogrammar

Mathematics Meets Onchain Markets

Short notes and ship logs

Spotlight

Fresh long-form work: a lead story and supporting picks from the latest research, explainers, and notes.

EXPLAINERS

How to Track the Internet with Shodan API

A hands-on tutorial for using the Shodan API to query internet-connected devices, analyze network infrastructure, and understand security postures across global internet exposure data.

Latest

RESEARCH

Building a Basic Order Book in C++

Step-by-step implementation of a basic order book in C++ with order matching, buy/sell queues, and real-time market depth. Foundation for building trading system infrastructure.
RESEARCH

Life and Human Behaviour as a Fractal

An exploration of human behaviour and life patterns as fractal structures — self-similar systems repeating at different scales. A mathematical lens on personal change and decision-making.
RESEARCH

Simulating a TRON Transaction's Gossip Trace from Public Listener IPs

A TRON transaction spreads across the network the same way a rumor spreads across a crowded room. This post takes 7,637 public TRON listener IPs from the TronScan nodemap, connects listeners within 800 km using the haversine formula, and walks a synchronous BFS wavefront outward from a synthetic Frankfurt origin — reaching 3,380 nodes in eight hops with visible geographic chokepoints and isolated islands. Covers what raw listener IPs reveal once paired with coordinates, and the random geometric graph and percolation mathematics underneath.
RESEARCH

Research

Cryptogrammar research documents market dynamics, execution mechanics, and infrastructure challenges that institutional traders face. Each piece combines theory with real-world data from live trading ...
RESEARCH

Colocation and Latency for Crypto Trading: Same-Provider vs Cross-Provider, Cross-Region

We benchmark latency from EC2 in Tokyo and US East 1 to AWS and GCP Europe endpoints using TCP/TLS timing. From AWS US East 1, connect time to AWS Europe is ~74–104 ms and to GCP Europe ~87–99 ms. From Tokyo to the same endpoints it is ~216–225 ms (AWS) and ~248–262 ms (GCP). Same provider is lower than cross-provider. Here's the methodology and how to run the script yourself.