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1. ZADANIA-PSI ZADANIA-PSI Public

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2. 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…

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3. 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…

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