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Flox

Flox is a modular C++ framework for building ultra-low-latency execution systems. It provides a strict separation between abstract interfaces and high-performance implementations, designed for:

  • Real-time and historical trading infrastructure
  • Event-driven architecture with tick-level granularity
  • Unified simulation and live execution environments
  • Deterministic latency and memory control

Highlights

  • Pluggable exchange connectors via ExchangeConnector and ConnectorFactory
  • Lock-free EventBus with support for both sync and async fan-out
  • Fast tick-aligned in-memory order books (NLevelOrderBook)
  • Strategy layer with explicit lifecycle and bus integration
  • Unified IMarketDataSubscriber interface for book, trade, and candle events
  • Modular design: each component is testable, swappable, and lifecycle-aware
  • Explicit memory and object reuse via pooled Handle<T> and Pool<T>