Tuesday 11 August 2015

SubMicroTrading Open Source on GitHub

As explained in my last post I have now Open Sourced SubMicroTrading.com on GitHub

                                          SubMicroTrading on GitHub

There is almost a quarter of a million lines of code.

Code highlights for me are

1) The socket session class hierarchy and cleanly extending it across all the different exchange sessions

2) Exchange Agnostic Algo Container to make writing strategies easier

3) Highly concurrent book maintenance in MarketDataController and Book snapping with optimisation to snap at most once per thread without a map lookup

Please check it out !!