Since Barry Johnson's materials are frequently used in University finance courses (MSc Financial Engineering, Quantitative Finance), the PDF may reside on institutional repositories like:

The most overlooked chapter in Johnson’s framework is . DMA removes the broker’s manual checks, placing immense responsibility on the buy-side firm. An algorithmic error without DMA might cause a slow loss; with DMA, it can cause a flash crash in your own account in seconds.

How matching engines process price-time priority.

Before algorithms could trade, they needed a direct line. Traditional brokerage involved calling a human broker who would execute your order, often via the firm’s proprietary desk. DMA flips this model.