https://github.com/wangrunji0408/most

Codes for MO's Trading.
https://github.com/wangrunji0408/most

high-frequency-trading low-latency simd

Last synced: 4 days ago
JSON representation

Codes for MO's Trading.

• Host: GitHub
• URL: https://github.com/wangrunji0408/most
• Owner: wangrunji0408
• License: mit
• Created: 2022-02-12T08:21:18.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2022-03-20T14:55:26.000Z (over 2 years ago)
• Last Synced: 2024-10-31T13:33:07.850Z (11 days ago)
• Topics: high-frequency-trading, low-latency, simd
• Language: Rust
• Homepage:
• Size: 1.32 MB
• Stars: 40
• Watchers: 2
• Forks: 6
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

        
# Codes for MO's Trading

[MO's Trading]（莫队交易赛） is an online contest for high frequency trading.

This repo contains my code written in Rust, which got 6th out of 10 in the finals ([board]).

The code is special optimized for x86_64 CPU with AVX512, but is expected to run on all platforms since it uses Rust's [portable SIMD].

[MO's Trading]: ./txt/most.txt

[board]: ./txt/board.txt

[portable SIMD]: https://doc.rust-lang.org/nightly/std/simd/index.html

## Related Links

- [金枪鱼之夜：高频交易与计算机科学](https://tuna.moe/event/2022/high-frequency-trading/)

- [代码优化卷翻天：莫队交易赛复盘](https://zhuanlan.zhihu.com/p/470766162)

## Run

Start mock server:

```sh

python3 most/src/server.py

```

Start program:

```sh

RUST_LOG=info cargo run --release

```

Run micro benchmarks:

```sh

cargo bench

```

## UEFI App

I also built an UEFI application for the round 2.

This solution bypasses the Linux kernel network stack and uses the UEFI stack to reduce latency.

```sh

cd most-uefi

make build

```