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  1. kaspar-hft kaspar-hft Public

    C++20 HFT simulator for CME futures. Shadow execution algorithm (% of volume, beats VWAP/TWAP). Position-aware order book with queue simulation. MDP3 decoder, iLink 3, PCAP replay. Lock-free actor …

    C++ 1

  2. CME-Market-Data-Handler CME-Market-Data-Handler Public

    A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)

    C++ 56 24

  3. FIX-Order-Routing-Client FIX-Order-Routing-Client Public

    FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others

    C++ 20 7