vincent212/kaspar-hft

C++20 production HFT system and order book simulator. Turn-key execution algorithm (percentage-of-volume) that follows natural order flow. Queue-position-aware order book simulator, MDP3 decoder, iLink 3, PCAP replay, custom actor framework with overhead of a few nanoseconds. Same strategy code in backtesting and live trading.

4 best points · 0 comments · 1 Hacker News post · 46 GitHub stars · View on GitHub

Hacker News discussions

• Kaspar – C++20 HFT trading system and order book simulator (4 points, 0 comments, by vincent212, 2026-10-09)