Slipstream
Slices large orders over time (TWAP, VWAP, POV, Almgren-Chriss), routes each slice across Kraken and Coinbase by all-in price, and checks every fill against hard risk limits in C++. Deterministic clock for exact replays. Paper trading only.
1writer thread · zero locks on the hot path
C++20gRPCProtocol BuffersPythonGoogleTestASan/UBSan
Smart order execution engine · C++20 + Python over gRPC
Slices large orders over time (TWAP, VWAP, POV, Almgren-Chriss), routes each slice across Kraken and Coinbase by all-in price, and checks every fill against hard risk limits in C++. Deterministic clock for exact replays. Paper trading only.
Stack: C++20 · gRPC · Protocol Buffers · Python · GoogleTest · ASan/UBSan