algo stream

Research infrastructure for statistical arbitrage. Event-driven, lock-free, written in OCaml 5.x. Paper trading only — there is no venue connectivity anywhere in the project, so every fill is simulated against live quotes. Built to measure latency in nanoseconds and refuse to make any of them implicit.

4-band priority bus Domain-based dispatch bin_prot replay log Binance + Coinbase WS

Measured apple silicon · release

Event-bus latency

0.15ms

p99 publish-to-handler at 50k ev/s offered load · 0.07 ms p50

Ingestion throughput

427k ev/s

Binance · Apple Silicon · release profile

SLA target

50k ev/s

met at 8.5× headroom on parsed-and-published

Foundation

5.x stdlib

Atomic · Domain · zero-copy · bin_prot

continuous benchmark customSmallerIsBetter

View benchmarks Source Documentation Dashboard demo

┌─ benchmark reference · apple silicon · release
│ ingestion  427k ev/s binance parse
│ latency    0.07ms p50 · 0.15ms p99 at 50k ev/s
└─ simulated execution · no venue connectivity yet

github.io / algostream
benchmarks · dev/bench