Projects

N-Lib

All-in-one library covered common data structures that ever appeared in Project of NowQuant. Covered data structures: SPSC/MPSC Ring Buffer, Free List, Pools, Unsafe vector, SBO containers. Actively adding new structures as we develop projects,

NowQuant Futures (NQFutures)

Included in Project of NowQuant. A unified backtesting & trading platform for trading futures. Implemented by C++. Worked together with NQBook to receive preprocessed and feature data. Used iceoryx as IPC technique. Use standalone signal layer with IPC to support external signal generation (e.g., ML-based forecasting, AI Agents MCP, etc.). Actively trading CFD of index futures and crypto futures.

NowQuant Book (NQBook)

Included in Project of NowQuant. An orderbook to receive and process market feed, generating features and preprocessed data. Uses streaming process techniques to implement data timestamp alignment. Use ZMQ and iceoryx to pass data to downstream component based on shared memory. Support tick data (L3 Book, in US semantics) for various assets including Chinese A-Stock, Crypto and US Stocks/Index Futures. Uses Apache Arrow to save processed data into parquet file.

Anoweb

This website. Latest version v1.1. Driven by Go, Next.js, Caddy and MySQL. Fully containerized by docker.