Submicro Execution Engine
A sub-microsecond bare-metal execution engine for HFT.
The Submicro Execution Engine is built for systems engineers and quant researchers who need to push the boundaries of hardware-level optimization. It achieves a 890ns median decision latency by utilizing:
Lock-free SPSC/MPSC queues and zero-copy data paths to eliminate software bottlenecks.
SIMD-optimized computations (AVX-512) for rapid signal processing.
Deterministic Replay: A core guarantee of bit-identical replay for debugging, using fixed RNG seeds and pre-allocated memory pools.
Hardware-level Observability: Integrated nanosecond-resolution profiling that detects System Management Interrupts (SMIs) and jitter.
Key Technical Features
Ultra-Low Latency: Sub-microsecond decision path (tested on Intel Xeon Platinum/RT Kernel).
Bare-Metal Design: Kernel-bypass NIC simulation (DPDK-style) for institutional-grade performance.
Deterministic Replay: Ensures bit-identical results across backtests and audit logs.
Advanced Modeling: Built-in support for Multivariate Hawkes processes and Avellaneda-Stoikov market making.
Hybrid Architecture: High-performance C++ core with Rust FFI and Python integration for research flexibility.
Check more at submicro.krishnabajpai.me
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