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Arsalan Anwari
C++ developer specialized in computing, data science and embedded
  • Email:
    arsalan.anwari@lucidy.eu
Computing
Data Science
Embedded Engineering
Software Development
Linux Networking
Signal Processing
  • Analytical mindset
  • Mathematical & technical
  • Not afraid to be direct
  • Studious and entrepreneurial
  • Agile in new environments
  • Has diverse set of skills
  • Can simplify complex concepts

Develop Algorithmic Trading Framework

Description

µTrader

 

The aim of this project is to provide simple and lightweight software that can be used in different domains of Algorithmic Trading where different functionality can more easily integrate with each other. Think about things like a deterministic FIX Engine, low latency networking back-end, powerful and configurable Back-tester, FPGA HLS framework to translate software strategies into hardware and much more!

The main benefit of using software provided in uTrader compared to using existing solutions is that different components are already pre-configured (by design) to interoperate with each other. This is not the case when using separate existing solutions where the “translation layer” is something up to the developer. This however does mean that the functionality is more limited to fixed set of use-cases, but this is also a benefit as its easier to optimize and grantee a level of determinism.

This project is targeted at intermediate software developers which want to take certain repos as a base and extend upon it. I will be primarily using programming languages, tools and frameworks i am familiar with so request about support for XYZ will not receive a response. Lastly everything in the project with be completely FREE AND OPENSOURCE according to the GPL v3 License as majority of the tools used in development (like GCC) require this license. This however still allows you to use the software commercially. Some libraries and tools are designed to work both on x86-64 and ARM architectures.

Initially all the libraries and tools are designed to co-operate with the cTrader FIX API but in the future when I am focused on the HFT and FPGA part I hope to also support binary protocols like ITCH.

Software will be written with the x86_64 architecture in mind first, before being ported to ARM. Some projects will have hardware accelator support in the form of custom circuits being designed in Verilog on an FPGA, but not all of them.

 

Programming Language usage

  • Desktop software is written in C++ with AVX2 intrinsics.
  • Embedded software is written in C++ with SVE2 intrinsics.
  • The main supported scripting languages will be R, Pinescript and Python (limited support)
  • Verilog will be used as the hardware description language to model electronic systems

 

Software Planning

  • ctrader-fix-cpp [almost done]: low latency, high deterministic FIX Parser for the cTrader API using C++ with AVX2 and SVE2 extensions supporting x86-64 and ARM architectures.
  • µComunicator [in development]: low latency, high throughput networking library using glibc and FreeRTOS Network sockets supporting x86-64 and ARM architectures.
  • µTester [design phase]: high performance and configurable simulation engine to backtest strategies written in R, Pinescript and Python.
  • µTranspiler [research phase]: C++ transpiler used to convert logic from scripting languages like R, Pinescript and Python to something which can be used within uTester or other software libraries requiring native C++ strategies.
  • µDeployer [not started]: Automatic deployment tool to manage and benchmark the PnL performance of large set of strategies on the cloud or cluster of ARM based SOCs.

 

  • Order Date:
    01-10-2022
  • Final Date:
  • Status:
    Active
  • Client:
    Lucidy
  • Location:
    Nieuwegein

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© 2022 Arsalan Anwari
Template author:  Lucidy

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