Sub-microsecond (890 ns) trading execution research system
I am sharing a research-grade, open-source trading execution framework that achieves a median end-to-end decision latency of 890 nanoseconds on commodity hardware. The project is designed for education, systems research, and latency instrumentation, not for live trading. It focuses on understanding exactly where every nanosecond goes in a trading execution path. Key features: - Kernel-bypass networking: Direct userspace access to NICs via custom drivers, 20-50 ns RX latency - Lock-free SPSC/MPSC queues: Zero-copy architecture - SIMD feature extraction: About 40 ns per update using…
Sub-microsecond (890 ns) trading execution research system launched on December 15, 2025 with 5 votes, #2,550 of 11,628 launches that month and more than 75% of that year's launches.
What it does
Open-source sub-microsecond algorithmic trading system achieving 890ns median latency. Built with C++17 and Rust. Lock-free, deterministic, production-ready execution engine for quantitative trading research.
In the maker’s words, at launch
I am sharing a research-grade, open-source trading execution framework that achieves a median end-to-end decision latency of 890 nanoseconds on commodity hardware. The project is designed for education, systems research, and latency instrumentation, not for live trading. It focuses on understanding exactly where…
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