Airplane Madness Coding – Financial Market Simulation Part 2
Vanilla Java’s “Writing and Testing High Frequency Trading Engines talk at JavaOne” may offer at some point in the future for my mad simulator to leverage some of the OpenHFT code. TransFIX, once the github repo started to get populated is of particular interest. I’ve partially cheated on the messaging I’m using in the simulator today, but chronicle will probably be useful later as well.
Peter’s JavaOne presentation is available here.