https://code-agree.github.io/tags/quant/Recent content in Quant on Yu's SpaceHugo -- gohugo.ioenSat, 03 Aug 2024 00:00:00 +0800https://code-agree.github.io/projects/quant_system/Sat, 03 Aug 2024 00:00:00 +0800https://code-agree.github.io/projects/quant_system/High-Frequency Trading System #Project Overview #Independently designed and developed a cutting-edge high-frequency trading system with industry-leading performance. Key Features # Modular Architecture: Utilizing advanced C++17 and key design patterns Observer pattern for event-driven architecture Factory method for flexible algorithm creation Strategy pattern for interchangeable trading strategies Ultra-Low Latency Event Bus: Implemented using lock-free queues Optimized WebSocket: For high-throughput market data and order execution Memory-Mapped File I/O: Leveraging kernel-level page cache for asynchronous, low-latency disk operations Performance Metrics # Metric Performance Order Execution Latency < 50 μs Message Processing Throughput > 1,000 messages/second Technical Stack # C++ (C++17) WebSockets Lock-free algorithms Memory-mapped I/O SIMD optimization Event-driven architecture Specializations # Ultra-low latency systems Concurrent programming Design patterns Market microstructure Kernel-level optimizations Project Highlights # Advanced C++ Implementation: Leveraged cutting-edge C++17 features to create a robust and efficient system architecture.