Ultra-low latency AVX-512 Polymarket market-making kernel (Logit Jump-Diffusion + Avellaneda-Stoikov in logit space)
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Updated
Apr 4, 2026 - C
Ultra-low latency AVX-512 Polymarket market-making kernel (Logit Jump-Diffusion + Avellaneda-Stoikov in logit space)
A library for parsing FIX (Financial Information eXchange) protocol messages.
Fast FIX (Financial Information Exchange) protocol parser [FFP]
A high-frequency trading system written in C capable of backtesting custom trading strategies and displaying real-time price changes via UDP transfer to a lightweight Python graphing script. This environment aims to be as efficient as possible, making use of red-black trees for the order book and a hash table to control the user's own orders.
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
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