Hello everyone. I’ve started on my effort to open source most of my C++ trading software. I’ve started with the bottom layer. This layer is an implementation of Hewitts Actor model. I built the rest of my system on top of that. I get reasonably good performance. A message send between two spinning physical threads is well under 1us. Any comments will be more than welcome.
Please go to http://tradexoft.com to download it.
Thank you,
Vincent
Announcement from Systematic Trading and Capital Introduction: Open Source C++ Framework for Low-Latency Systems
(Last Updated On: October 19, 2012)
