Low-latency Trading Bot
High-Performance Quantitative Trading System
Hybrid Python/C++ architecture with async WebSocket ingestion, lock-free ring buffers, and stateless quant engine for sub-ms tick processing.
Performance Metrics
Optimized for speed and reliability in high-frequency trading scenarios.
Architecture & Features
Built for performance and modularity.
Sub-millisecond Processing
Hybrid Python/C++ architecture enables sub-ms tick processing with lock-free ring buffers for zero-copy data transfer.
Async WebSocket Ingestion
High-performance async WebSocket client using Asio for real-time market data ingestion from Kraken exchange.
Lock-Free Ring Buffers
Zero-copy data structures for thread-safe communication between Python ingestion and C++ processing layers.
Stateless Quant Engine
C++ quant engine exposed via pybind11 for indicator calculation, spike detection, and signal evaluation.
Risk Management
Built-in risk layer with 1-2% capital allocation per trade and ATR-based dynamic stop-loss calculations.
Deterministic Backtesting
Modular architecture enables reproducible backtest runs with consistent results for strategy validation.
Hybrid Python/C++ Design
The system uses Python for async WebSocket ingestion and high-level orchestration, while C++ handles the performance-critical quant engine and data processing.
- Python async WebSocket client for real-time market data ingestion
- Lock-free ring buffers for zero-copy data transfer between layers
- C++ quant engine exposed via pybind11 for indicator calculations
- Risk management layer with dynamic stop-loss calculations
- Modular design enables ML and sentiment analysis extensions
Built With
Modern C++ and Python technologies.