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hft-ecosystem

High Frequency Trading ecosystem of low-latency C++ libraries. Building this library while working through examples from Building Low Latency Applications with CPP and reading the accompanying book.

Common

A library of utilities for use in the upcoming low-latency HFT ecosystem. Contains thread and clock utilities. Also contains implementations of a memory pool and lock-free queue.

Memory Pool

works as a means to get a block of memory on the heap to allow faster allocation and deallocation without needing to do it dynamically through standard library data structures.

Lock-Free Queue

Lightweight single producer, single consumer queue (not thread safe). This will be used in an upcoming logger implementation, to allow using a single logger thread to efficiently write logs outside of a critical path.

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High Frequency Trading ecosystem of low-latency C++ libraries

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