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punt-engine

is an collection of open software and gateware modules for high-frequency trading.

Modules

Pipebomb

Pipebomb Is a Pipelined and Eventually Balanced Order-Managing Book. In short, it's a discrete hardware core inputting a stream from Nasdaq’s ITCH protocol and outputting market indicators that drive strategic decisions.

order book design

Learn more by reading the source or the docs.

Madlib

Madlib: A DMA Library via Interconnect Buffers. It abstracts upon the Xilinx PCIe DMA drivers to provide a C++ programming interface for writing to and reading from FPGA on-board memory.

Contributing

Most contributors are welcome. Begin by reading through our docs and looking through open issues tagged "help wanted".

Resources

  1. Exploring the Potential of Reconfigurable Platforms for Order Book Update
  2. Xilinx DMA IP Reference drivers