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vpin

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ATOMIC MESH — Distributed deterministic HFT market-making engine. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (575ns), event-sourced architecture, VPIN toxicity detection, QUIC mesh transport, real-time dashboard. Rust + C++17 FFI. Live on Binance.

  • Updated Apr 1, 2026
  • Rust

HMM-based market microstructure regime detection for cryptocurrency order books — 30+ features, Gaussian HMM, C++/pybind11 LOB engine, interactive Plotly Dash dashboard

  • Updated Mar 13, 2026
  • Python

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