https://github.com/kisasexypantera94/lobotomy

Lobotomy: Where Performance Meets Peace of Mind
https://github.com/kisasexypantera94/lobotomy

binance finance hft itch nasdaq orderbook stock-market trading

Last synced: 5 months ago
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Lobotomy: Where Performance Meets Peace of Mind

• Host: GitHub
• URL: https://github.com/kisasexypantera94/lobotomy
• Owner: kisasexypantera94
• License: mit
• Created: 2023-10-19T18:45:24.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2023-11-27T15:36:51.000Z (over 2 years ago)
• Last Synced: 2024-03-15T13:52:50.767Z (about 2 years ago)
• Topics: binance, finance, hft, itch, nasdaq, orderbook, stock-market, trading
• Language: Rust
• Homepage:
• Size: 13.7 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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    Where Performance Meets Peace of Mind



# Lobotomy

[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)

Lobotomy is a Limit Order Book (and more) implementation in Rust, designed for safety and performance.

## Latency

### L2 from L3 deltas, per update

| Q              | depth=16384 |

| :------------- | :-----: |

| 0.5            |   42ns  |

| 0.6            |   42ns  |

| 0.7            |   83ns  |

| 0.8            |   125ns |

| 0.9            |   208ns |

| 0.95           |   292ns |

| 0.99           |   792ns |

Measured with [nasdaq_robot](src/app/nasdaq_robot.rs) on Apple M1 Pro.

### L2 from L2 upserts, per update

| Q              | depth=16384 |

| :------------- | :-----: |

| 0.5            |   804ns  |

| 0.6            |   845ns  |

| 0.7            |   907ns  |

| 0.8            |   1024ns  |

| 0.9            |   1259ns  |

| 0.95           |   1569ns  |

| 0.99           |   2708ns |

Measured with [binance_robot](src/app/binance_robot.rs) on Apple M1 Pro.