itch-protocol

Production-grade low-latency FPGA trading system. Features custom VHDL 10GBASE-R PHY, hardware NASDAQ ITCH 5.0 order book, C++ DPDK/XDP kernel bypass, and PCIe DMA acceleration. LLM-Inference

C++20 NASDAQ ITCH 5.0 limit order book and price-time priority matching engine. Reconstructs a full trading day (269M messages, 8,906 symbols) from raw binary market data, achieving 98.4% shadow-matching agreement against real exchange executions, with the residual traced to iceberg/reserve order liquidity.

Zero-dependency C++20 exchange core: lock-free NASDAQ ITCH matching engine + LSM-tree audit store + JIT-compiled SIMD regex analytics. Sub-microsecond book updates, crash-safe by design, validated on 268M real messages.

NASDAQ TotalView-ITCH 5.0 order-book reconstruction in C++20 — length-prefixed stream framing, byte-exact decoders, order-id book with level aggregates. Catch2 tests, Linux+macOS CI. Rule: performance numbers ship only from a committed, reproducible benchmark.

A modular Rust toolkit for NASDAQ TotalView-ITCH 5.0. Strongly-typed, zero-allocation protocol codec for all 20 messages; sibling async transports for SoupBinTCP, MoldUDP64, and plain TCP; demo client and server; designed so each crate can be used independently. Spec-faithful, no unsafe.