I am interested in providing intern-ships developing open source code which can be using in high frequency trading systems as well as systems which need near real time processing. These libraries should also be useful for applications without strict latency requirements.
What I would like to know is how to go about doing this. I don't have the answer, but if you can provide feed back please let me know.
I have created a forum for the OpenHFT project in general. OpenHFT forum with a topic for Advice on conducting Intern-ships , Advice on conducting grants and another forInterest in Joining.
If you are interested in seeing what has been done already OpenHFT on GitHub
The project includes already
- Direct access to large (>> 2 GB) off heap memory with thread safe constructs.
- Low latency (sub micro-second) serialization, persistence and IPC.
- Thread affinity to minimise jitter.
- Simple library for compiling and loading generated Java code at runtime.
The current road map includes
- Off heap data structures
- A low latency FIX and XML engine (similar to Fix8 but not the same and in Java)
- A common order book library
- An exchange simulator