As you know, quantpylib is our Python Github repo designed for learning, research and trading. It has features for exchange integration, quantitative backtesting, exchange simulations, regression libraries, event-driven trading and more.
As of today, it supports ‘low’ latency trading through event-loop based co-operative multitasking using the async-paradigm supported by Python.
I am excited to announce quantcplib - a dedicated cpp library designed for learning, research and trading, with design choices focused on ultra-low latency trading system design.
As of today - it is not ready for trading, but we will be expanding out the repository, code examples and features as we forage through low-latency trading concepts.
For a preview of the kind of work we will be exploring, I have open-sourced implementation of the cpp port for a low-latency inter-thread data sharing framework, the ‘LMAX Disruptor’:
https://github.com/hangukquant/disruptor_cpp/
All subscribers have access to the Github repo, as do anyone who currently has a repo pass to quantpylib. There is no separate pass to obtain access. Official documentation page will be hosted soon.
Given the ‘greenfield’-ness of the project and the cpp expertise of yours truly, we will also accept requests for admission on case-case basis, presupposing some cpp experience, willingness to contribute, guide and critique. Special requests by email only.
For subscribers, just comment your GH username, which I’ll remove once done.
Cheers!
C++, things are getting serious 🫡
Github username:
nenkoz