Codes for MO's Trading

MO's Trading（莫队交易赛） is an online contest for high frequency trading.

This repo contains my code written in Rust, which got 6th out of 10 in the finals (board).

The code is special optimized for x86_64 CPU with AVX512, but is expected to run on all platforms since it uses Rust's portable SIMD.

Related Links

• 金枪鱼之夜：高频交易与计算机科学
• 代码优化卷翻天：莫队交易赛复盘

Run

Start mock server:

python3 most/src/server.py

Start program:

RUST_LOG=info cargo run --release

Run micro benchmarks:

cargo bench

UEFI App

I also built an UEFI application for the round 2.

This solution bypasses the Linux kernel network stack and uses the UEFI stack to reduce latency.

cd most-uefi
make build