Sub-microsecond (890 ns) trading execution research system

Open-source sub-microsecond algorithmic trading system achieving 890ns median latency. Built with C++17 and Rust. Lock-free, deterministic, production-ready execution engine for quantitative trading research. I am sharing a research-grade, open-source trading execution framework that achieves a median end-to-end decision latency of 890 nanoseconds on commodity hardware.

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