Go developers detail stacks and queues in dev.to post
Stacks (STX)
Editor:
Eugene Serbin
dev.to published a guide on October 3, 2026, explaining how to implement stacks and queues in Go. The post defines stacks as structures where the most recently added item is removed first, and queues as those where the longest-waiting item is removed first. It notes that Go lacks a built-in stack type, making slices a practical choice for appending and removing items efficiently.
The article highlights matching parentheses as a classic stack problem and lists undo history, graph traversal, and expression evaluation as other key uses. For queues, slices work for smaller workloads but may not free memory from the front of the underlying array efficiently. The standard library's doubly linked list offers true O(1) operations but requires type assertions and separate node allocations.
Breadth-first search relies on FIFO queue order, while swapping to a stack enables depth-first search. For concurrent use between goroutines, buffered channels are recommended as they provide built-in synchronization and ordering. The post concludes that slices, generics, and channels cover most implementation needs, suggesting ring buffers or mutex-based stacks as next steps.
How the market reacted
Whalio's own Binance spot order flow for STX, measured when this story was written up on 3 October 2026. Not the outlet's figures.
STX is trading at $0.3681 with a 1-hour buy ratio of 57.5%, indicating strong short-term buying pressure. This contrasts with the 4-hour buy ratio of 48.3%, suggesting that recent buying momentum is outpacing the broader four-hour trend. The 24-hour buy ratio sits at 51.0%, showing a slight majority of buyers over the full day. Volume delta reflects this activity with a positive $10,717 in the last hour, while the 4-hour delta is negative at -$28,587. The 24-hour volume delta is +$55,399, and cumulative volume delta closed at +$143,278. This flow data shows that while immediate buying is aggressive, the four-hour trend has seen more selling pressure.
The latest daily buy ratio of 53.8% sits at the 79th percentile of the last 322 days, against a median of 50.8% - stronger buying than most days.
Was that an ordinary day?
The same Binance spot measurements for STX, averaged over the days leading up to the story.
Over the preceding week, STX saw a 7-day average buy ratio of 52.5%, which is 1.5 percentage points higher than the latest day's reading. Volume over the eight-day period was 0.64 times the average, indicating significantly lower trading activity than usual. The price increased by 12.8% over eight days, with a total volume delta of +$792,160. Net buying occurred on 5 of the 7 days in this period. This context suggests that the current day's lower volume and reduced buy ratio are deviations from the recent upward trend.