CFE Pitch Protocol PCAP Parser, and Microprice/MBP Backtester.
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Updated
Sep 29, 2025 - Jupyter Notebook
CFE Pitch Protocol PCAP Parser, and Microprice/MBP Backtester.
Ultra-low latency price ladder component for real-time trading UIs. Cross-platform rendering (Web/WASM/Desktop) with <1ms updates, dirty region optimization, and Market-By-Order support. Native Canvas 2D on web, SkiaSharp on WPF/Avalonia.
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