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yupengzhi's Projects

efvitcp icon efvitcp

A Tcp/Ip stack implementation on top of Solarflare ef_vi, and a C++ headers only framework for tcp multiplexing client/server.

ftdc_api icon ftdc_api

上期技术CTP api的DIY实现,测试用途!~

hft icon hft

real high-frequency-trading system based on c++

itch icon itch

Nasdaq Order Book Reconstructor

nanolog icon nanolog

Nanolog is an extremely performant nanosecond scale logging system for C++ that exposes a simple printf-like API.

ouch icon ouch

SDK for nasdaq OUCH 4.2, which works in a manner similar to QuickFIX for your easy integration.

pollnet icon pollnet

A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)

reckless icon reckless

Reckless logging. Low-latency, high-throughput, asynchronous logging library for C++.

sabr-calibration icon sabr-calibration

Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publication/235622441_Managing_Smile_Risk

str icon str

A SIMD optimized fixed-length string class along with an adaptive hash table for fast searching

tcpshm icon tcpshm

A connection-oriented persistent message queue framework based on TCP or SHM(shared memory)

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