C++ Ultra-Low Latency Framework

Crossplatform (Windows, Linux, Mac OS) algo-trading framework. Can be compiled under RTOS (Real Time OS) to guarantee low interrupt latency.

Fast backtesting speed / Ultra-Low live trading latency. 5 million events per second processing speed on i7 CPU imply 0.2 microsecond (200 nanosecond) latency.

Heavily multithreaded.

Parallel multicore optimization. Cloud/cluster optimization. 35 million events per second optimization speed on i7 CPU with 4 physical (8 logical) cores.

Native C++ (inlines, compiler/linker optimization, etc.).

Object pools, ring buffers, non-locking event queues, atomic operations for multithreading, custom memory management and garbage collector.

Qt framework.

Inherits the best of SmartQuant C# framework. Allows rewriting critical parts from scratch taking into account ten years of (negative and positive) C# framework development and usage experience.

Uses powerful scenario mechanism.