yupengzhi's repositories

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BitAssetAPI

BitAssetAPI

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ITCH

Nasdaq Order Book Reconstructor

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pollnet

A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)

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redis-module-shm

Redis module for shared memory client-server communication.

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efvitcp

A Tcp/Ip stack implementation on top of Solarflare ef_vi, and a C++ headers only framework for tcp multiplexing client/server.

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Ftdc_Api

上期技术CTP api的DIY实现,测试用途!~

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hft

real high-frequency-trading system based on c++

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itch-order-book

Fast implementation of an ITCH order book

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kungfu

Kungfu Trader

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NanoLog

Nanolog is an extremely performant nanosecond scale logging system for C++ that exposes a simple printf-like API.

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OUCH

SDK for nasdaq OUCH 4.2, which works in a manner similar to QuickFIX for your easy integration.

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paper_trading

creat your own paper trading server

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QtGuiSurveillanceMulti

基于CTP和Qt的可视化期货监控系统

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reckless

Reckless logging. Low-latency, high-throughput, asynchronous logging library for C++.

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SABR-calibration

Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publication/235622441_Managing_Smile_Risk

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sample-market-maker

Sample BitMEX Market Making Bot

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str

A SIMD optimized fixed-length string class along with an adaptive hash table for fast searching

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tcpshm

A connection-oriented persistent message queue framework based on TCP or SHM(shared memory)

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yijinjing-lite

c++, low-latency in-porcess communication via mmap

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zguide

Learning and Using ØMQ

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