vincent212/kaspar-hft

C++20 production HFT system and order book simulator. Turn-key execution algorithm (percentage-of-volume) that follows natural order flow. Queue-position-aware order book simulator, MDP3 decoder, iLink 3, PCAP replay, custom actor framework with overhead of a few nanoseconds. Same strategy code in backtesting and live trading.

语言：C++ · GitHub 星标：43 · Fork：10

话题：actor-framework · actor-model · cpp · cpp17 · cpp20 · cpp23 · hft · hft-simulation

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