rigtorp/spartan

A collection of High-Frequency trading components

Spartan

Sparan is a collection of components for High-Frequency trading. It's goal is to provide components for exchange connectivity and simulation.

Components

• A feed handler for order-by-order feeds.

Protocols

• NASDAQ ITCH 5

License

Copyright 2012-2015 Erik Rigtorp [email protected]

Sparan is avaiable under the MIT license. See the file LICENSE

spartan's Issues

hash function for symbol key strings to ints

to map from symbol name to an int (which then can be used to index an array)

i think this is the fastest way to map a symbol name to a unique int. i think its faster than a trie as well.

$ gperf -e '\n' -L C++ -7 -C -E -k '*,1,$' -m 6 symbols.txt > perfhash.cpp

the '-m 6' indicates 6 elements in list.csv

test it out yourself, then look at perfhash.cpp

it will create a perfect hash function

create symbols.txt with 6 symbol names in it like:
MSFT
AAPL
AA
ZG
T
A