Pinned Loading

1. gui-market-agent-model gui-market-agent-model Public

   Multithreaded market simulator implementing stochastic version of Brock-Hommes model. The project demonstrates low-latency engineering with lock-free structures and realtime UI rendering by a graph…

   C++

2. hft-engine-with-research-pipeline hft-engine-with-research-pipeline Public

   A showcase of my hft order book, with ITCH 5.0 parser and historical data replayer. Thanks to the ultra-low latency message processing with 0 allocation on the hot path the pipeline is able to retr…

   C++

3. hft-orderbook hft-orderbook Public

   An ultra low latency implementation of Order Book in modern C++ (C++20). Bypassing the standard library, it uses a custom memory pool allocator and chess engine inspired bit array for mapping activ…

   C++