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vincent212 / kaspar-hft

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C++20 HFT simulator for CME futures. Shadow execution algorithm (% of volume, beats VWAP/TWAP). Position-aware order book with queue simulation. MDP3 decoder, iLink 3, PCAP replay. Lock-free actor framework with sub-microsecond dispatch. Distributed via ZMQ. ES/NQ futures backtesting and live trading.

pcap cpp actor-model cpp17 hft cpp20 mdp3 mdp3-handler actor-framework cpp23 ilink ilink3 hft-simulation trading-servers trading-deployment-kit trading-strategy-simulation trading-toolkit
  • Updated May 9, 2026
  • C++

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