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robaho / go-trader

financial exchange written in Go, designed for algorithmic trading tests
GNU General Public License v3.0
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implement gRPC based connector #2

Closed robaho closed 5 years ago

robaho commented 5 years ago

The exchange connector currently uses quickfixgo.

A stream-lined binary protocol using gRPC should improve performance, and is helpful for testing very low latency strategies run on real-world equity exchanges.

robaho commented 5 years ago

This is fixed in the latest release. The gRPC connector is almost 2x faster than the quickfixgo one.