C++20 ITCH/OUCH replay, order book, risk, and execution platform with kernel UDP, AF_XDP, and Corundum-style FPGA guardrail gating.
This project is a hardware-adjacent low-latency execution platform built for deep learning and systems demonstration.
It models the full path:
ITCH-style replay
-> venue-local order books
-> normalized BBO
-> OUCH-style order lifecycle
-> software risk supervisor
-> execution backend
-> simulated / FPGA-style hardware gate- Network connectivity
- Exchange Certification
- Dark-pool Routing
- Smart order Routing
- compliance workflow
- Full strategy logic in FPGA