MicroRush HFT

MicroRush is a high-performance, real-time high-frequency trading (HFT) engine written in Zig. It is designed for ultra-low-latency signal processing and execution using cutting-edge system-level features.

Features

• Ultra-Fast Signal Engine
  SIMD-accelerated signal generation using AVX2 across multiple CPU cores and thread pools.

• GPU-Accelerated Analytics
  Real-time RSI, StochRSI, and order book metrics computed using CUDA kernels.

• Lock-Free Queues
  Inter-thread communication built with lock-free data structures to avoid contention.

• Multithreaded Execution Engine
  Uses Zig’s thread pools and affinity pinning for high throughput and core-level balancing.

• Atomic Portfolio Management
  All trade operations are lock-protected and atomic for safe concurrent access.

• Live Exchange Integration
  Fetches real-time market data from Binance using WebSocket streams and REST APIs.

• Balanced Load Metrics
  metrics.zig implements core-optimized, lock-free load reporting for adaptive tuning and performance analysis.

• Built-in Benchmarking Tools
  Track system performance using built-in metrics collectors and CLI flags.

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Key Components

• core/ – Core HFT runtime loop, lock-free logic, signal dispatch.
• signal_engine.zig – SIMD-powered, batched signal calculations.
• statcalc/ – GPU-based technical indicator computation.
• trade_handler.zig – Portfolio and execution manager, thread-safe.
• metrics.zig – Real-time metrics collection, lock-free load tracker.

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Requirements

• Zig (latest master build)
• CUDA Toolkit nvcc (>=release 12.8, V12.8.93)
• AVX2-capable CPU (modern Intel or AMD)
• Linux (tested on Gentoo Amd64)

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Building

Use the provided Makefile:

make build         # Standard build
make build-fast    # Optimized with release-fast


make run           # Run the engine
make run-metrics   # Run with metrics collection