Quant Developer
Currento Implemented a high-performance Matching engine and order book data structure to achieve nanosecond processing speed for quote-by-quote.o Observed stock data, utilized idle time and space, and increased the processing speed of quotes by 30%-50% in backtesting and real-time situations.o Implemented order book error correction in case of quote loss during each time period, realizing high availability mechanism and reducing engine unavailability time period.o Organized the trading rules of Shanghai and Shenzhen stocks and securities, decoupled the rules of different varieties in different years, and implemented the rules engine.