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Achievement: Pull SharkAchievement: YOLO

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Achievement: Pull SharkAchievement: YOLO

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  1. OSaka OSaka Public

    A small 64bit OS written completely from scratch.

    C++

  2. lock-free-queues lock-free-queues Public

    Lock-free queue implementations for low-latency systems.

    C++ 1

  3. JohansenCointegrationTest JohansenCointegrationTest Public

    Numerically stable Johansen cointegration test written in C++ with statsmodels like API with 3 types of deterministic trend assumption

    C++ 1

  4. algos algos Public

    Competitive programming solutions (mostly Codeforces, some LeetCode)

    C++

  5. itch-ingestion-engine itch-ingestion-engine Public

    Low-latency NASDAQ ITCH 5.0 market-data ingestion engine consuming Ethernent/UDP/MoldUDP64 over DPDK, maintaining stateful consumers and dispatching top of book updates to strategies.

    C++ 1

  6. itch-replay-engine itch-replay-engine Public

    A high-throughput ITCH replay engine that partially parses ITCH market data and re-encapsulates it into Ethernet/UDP/MoldUDP64 packets transmitted via DPDK.

    C++