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Dear quant fellows,


I have implemented an infrastructure which connects to bitmex and bitstamp for bitcoin HFT purpose in Q/KDB+.


The framework is completely async. Excluding the latency from the exchange to my server, all the data processing and routing from loader into RDB/HDB/HDB writer only consumes 1 ms.


I also possesses a Quantitative framework written in Q (99% pure Q) for research which can be used for this purpose.


If any of the cryptofund is interested, please contact me and I will show you a demo.


Thanks,

David


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