kungfu-origin/kungfu
Kungfu
Kungfu is a high-performance quantitative trading framework and algorithmic execution engine. It provides a development kit for writing trading logic and a dedicated in-memory financial time-series database for recording and analyzing tick-by-tick market data with high temporal accuracy.
The system integrates a market gateway layer to interface with stock and futures exchange protocols, enabling the routing of orders and receipt of price updates. It features a trading operations interface that allows for the management of strategies in both manual and automated headless modes.
The framework focuses on low-latency execution and high-precision timing. Its capabilities cover quantitative strategy development, high-frequency trading execution, and the storage of financial time series data.
Features
- Low-Latency Trading Infrastructures - Provides a high-performance infrastructure capable of processing market data with microsecond latency for high-frequency trading.
- Market Trading Integrations - Provides connectors to financial market exchanges and counters for executing trades across stocks and futures.
- Quantitative Trading Platforms - Offers an integrated environment for writing and testing quantitative algorithmic trading logic using computational libraries.
- Trading Execution Engines - Ships a low-latency algorithmic trading execution engine that processes market data and routes orders with microsecond response times.
- Time Series Data Storage - Provides high-performance in-memory storage for recording financial tick data with nanosecond accuracy.
- Financial Tick Databases - Provides a dedicated in-memory financial time-series database for high-precision recording and analysis of tick data.
- High-Precision Time Series Storage - Records high-precision market tick data in memory for real-time analysis and historical auditing.
- Memory-Mapped Time Series Storage - Ships an in-memory financial time-series database using memory-mapped formats for low-latency tick data retrieval.
- Multi-Exchange Trading Connectors - Implements an integration layer with connectors for various stock and futures exchange protocols.
- Trading Logic Development Kits - Provides a development kit for writing trading logic using computational libraries and general purpose programming languages.
- Trading Strategy Management Interfaces - Includes a trading operations interface for monitoring and managing algorithmic strategies in both manual and headless modes.
- Shared Memory IPC - Implements a shared-memory data bus using memory-mapped files for zero-copy, nanosecond-latency inter-process communication.
- Non-Blocking I/O Interfaces - Implements non-blocking I/O interfaces for exchange connectivity to maintain high throughput without stalling the execution engine.
- Process Isolation - Executes trading strategies in separate operating system processes to ensure a single strategy failure does not crash the system.
- Lock-Free Ring Buffers - Uses lock-free ring buffers with atomic pointers to minimize synchronization overhead during high-frequency data bursts.
- Nanosecond Event Timestamping - Uses high-resolution hardware clocks to provide nanosecond precision timestamping for precise event sequencing and latency analysis.
