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  • Warsaw, Poland

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  1. gui-market-agent-model gui-market-agent-model Public

    Multithreaded market simulator implementing stochastic version of Brock-Hommes model. The project demonstrates low-latency engineering with lock-free structures and realtime UI rendering by a graph…

    C++

  2. codecrafters-shell-haskell codecrafters-shell-haskell Public

    demonstration of Haskell pattern matching, implementation of shell in Haskell with REPL main loop and changing directories. Challenge from codecrafters.io

    Haskell

  3. hft-engine-with-research-pipeline hft-engine-with-research-pipeline Public

    A showcase of my hft order book, with ITCH 5.0 parser and historical data replayer. Thanks to the ultra-low latency message processing with 0 allocation on the hot path the pipeline is able to retr…

    C++

  4. hft-orderbook hft-orderbook Public

    An ultra low latency implementation of Order Book in modern C++ (C++20). Bypassing the standard library, it uses a custom memory pool allocator and chess engine inspired bit array for mapping activ…

    C++