Hi friends, since opening up the quantcplib repo we have worked hard on two core components of the library - a networking client and a fast inter-thread messaging library. This is our progress so far, based on the roadmap
(orange:half, blue: done)
The full code has been updated on the quantcplib repo. A couple thousand lines of code has been added on this update. Access information:
The code works for Linux hosts.
We have added the relevant section to the quant notes. We will also (soon) come up with the website for documenting these libraries, but for now - the notes will do.
In the /src/main.cpp - I have posted code demonstrating the use of library to stream Binance data.
Additionally, in the benchmark/ folder, I have also added example server code (py) and a client (cpp) to demonstrate packet RX speeds and improved jitter;
We will revisit the implementation and make the optimisations left on the table after our notes on Linux systems programming and the io_uring interface.
Quant Notes (1226 pages):