SubZero is an ultra-low-latency trading connectivity library for C and C++. Built to support high-performance trading systems, it delivers minimal overhead and maximum efficiency for modern financial applications.
SubZero is a fork of Libtrading, which served as the foundation for this project. Building upon Libtrading's robust design, SubZero introduces ongoing improvements, optimizations, and new features tailored to high-frequency trading (HFT) environments.
SubZero is engineered for demanding trading systems, ensuring efficient message handling and near-zero latency.
Out-of-the-box support for:
- FIX (Financial Information eXchange) - Fully implemented with session and message-handling logic.
- FIX/FAST (Financial Information eXchange – Faster FIX) - Fully implemented with session and message-handling logic.
- SoupBin3 - Provides a transport layer used for some protocols like ITCH.
While basic structures for these protocols are included, full implementation (e.g., sessions, message handling, and tools) is planned:
- ITCH (used in exchanges for market data dissemination).
- OUCH (used for order entry and management at exchanges).
A flexible design simplifies integration into trading systems, enabling rapid deployment and customization.
To get started, refer to the SubZero Wiki. The wiki provides comprehensive documentation, including:
- Installation and build instructions.
- Supported protocols and configuration guides.
- Usage examples for integrating SubZero into trading systems.
- Frequently asked questions and troubleshooting tips.
- FIX and FIX/FAST are fully supported with tools for both client and server use cases.
- SoupBin3 is partially implemented to support transport for ITCH.
- ITCH: Add session handling, message processing, and tools for client/server use.
- OUCH: Implement session logic, message handling, and tool support.
- Enhanced testing tools for all supported protocols.
- Add examples for integrating SubZero into production systems.
SubZero is designed for financial institutions, quantitative traders, and anyone building low-latency trading systems. It combines performance, extensibility, and ease of use to deliver a library that meets the needs of modern trading platforms.
By leveraging SubZero, developers can focus on implementing their strategies without worrying about the complexities of trading connectivity.