We build systems that survive market open. No vendor lock-in, no black boxes — just verifiable C++ that trades, clears, and audits. From HKEX multicast fabric at 0.40µs p99 to SFC Type 9 MSA-ready claims integrity at 500K/sec, every repo is MIT, public, and measured on commodity Latitude 7480.
Edge focus: deterministic fabric and FIX gateways deployed at the edge — concept-constrained transports, handlers, codecs for compile-time safety, AF_XDP fast path, mmap 1GB rings /dev/shm + WAL seqnum.dat msync every 10, proven on Dell Latitude 7480 Ubuntu 24.04 GCC 13.3 — portable to ARM64/x86_64 edge nodes.
Modern C++ with concepts, coroutines, PMR, cache-aligned structures. We ship zero-copy parsers, lock-free rings, AF_XDP sockets, epoll ET ONESHOT reactors, and RocksDB/Kafka pipelines — all pedantic-clean, benchmarked on Dell Latitude 7480, and MIT licensed. Edge: concept-constrained for ARM64/x86_64 portability.
Production-grade UDP multicast fabric for HKEX OMD-C 239.1.1.1:5000. Built with C++20 concepts, SPSC lock-free ring, AF_XDP socket, cache-line padding. Open source for reviewable, extensible desk-specific alphas — validates at p99 0.40us on commodity Latitude 7480, 10x faster than typical 5us HFT target. MSA-ready with audit logs, runbooks, deterministic replay. Edge: mmap 1GB rings /dev/shm + WAL seqnum.dat msync every 10 for edge deterministic replay, concept-constrained handlers for ARM64/x86_64 edge nodes, proven on Dell Latitude 7480 Ubuntu 24.04.
| PERFORMANCE — LATITUDE 7480, GCC 13.3.0, -O3 -MARCH=NATIVE, C++20 CONCEPTS EDGE | |||
|---|---|---|---|
| P50 | 0.17us | P90 | 0.20us |
| P99 | 0.40us | THROUGHPUT | 2.04M/s ticks/sec same core |
| ARCH | x86_64 + ARM64 edge ready | CONCEPTS | EdgeTransport, MarketDataHandler |
1M messages in 665us, zero-copy FieldView, SOH scan, fields_[128] pre-allocated, single-thread epoll ET+ONESHOT, 1GB mmap ring per session, 90.8% C++, objdump verified no hidden allocs. Concept-constrained codec: FixMessage concept checks SOH, tag, noexcept parse at compile time — zero runtime cost, ideal for edge gateway deployment on ARM64/x86_64.
| PERFORMANCE — LATITUDE 7480, GNU 13.3.0, 1M PARSES, C++20 -O3 | |||
|---|---|---|---|
| P50 | ~0.6us | P99 | ~1.2us |
| BENCH | 665us / 1M same core | CONCEPTS | FixMessage concept |
Tick-to-order p99 <2ms target, 3 sessions AAPL/MSFT/0700.HK on one core, mmap ring + WAL seqnum.dat sync/10, deterministic replay on restart, TCP_NODELAY, silent build -DDEBUG, flow Exchange->NIC->epoll->parser->FSM->mmap. Edge gateway pattern: same binary runs on Dell Latitude 7480 and ARM64 edge boxes at broker site, concept-constrained transports.
Instrumented transparent demo of prod v1 — same 665us/1M core + 120 LOC observer hooks that print every FSM transition with µs timestamps and colors. Same commit history as prod, proves originality vs QuickFIX fork. Prod is silent for speed (-DNDEBUG). Observed is same engine + hooks: CYAN timestamp [618593 us], YELLOW transition DISCONNECTED->LOGON_SENT, GREEN OK, RED GAP!, MAGENTA expectation. Shows gap detection 35=2 ResendRequest 7=exp 16=recv-1, 35=4 GapFill 36=new_seq 123=Y. Edge diagnostics.
| PERFORMANCE — LATITUDE 7480, GNU 13.3.0, 1M PARSES, C++20 -O3 -DOBSERVED_HOOK | |||||
|---|---|---|---|---|---|
| P50 | ~5.2us | P90 | ~8.1us | P99 | <50us |
| CYCLES | 12650 +10ns hook | BENCH | 665us/1M same core | THROUGHPUT | 1.5B/s same core |
500K/sec, p50 <25ms p99 <8ms, 100% dedup, audit trail, encrypted PII, full replay, hybrid regex + ONNX embeddings, RocksDB content-hash dedup, Kafka streaming, deterministic memory, cache-line padding, zero-copy, no GC, SFC audit-ready — edge integrity pattern: deterministic ingest at edge before central ledger.
We don't sell licenses — we ship audit-able C++ you can fork, measure, and run at market open. Every repo is public MIT, every benchmark is on commodity hardware (Latitude 7480, GCC 13.3.0), every p99 is real. No slides, no black boxes. If it doesn't survive market open, it doesn't ship.
Edge Computing angle: Dell Latitude 7480 proves edge portability — if it does 0.40us p99 on i5-7300U, it does better on ARM64 Neoverse edge boxes at broker site. C++20 Concepts give compile-time guarantees for edge: cache-line padded, noexcept, SPSC compatible.