Titanium Trading Engine

Titanium is a high-performance, heterogeneous trading engine framework designed for ultra-low latency execution. It leverages C++20 AVX2 SIMD for the matching logic and NVIDIA CUDA for asynchronous, high-intensity risk management.

HPC Architecture

The engine is built on four core high-performance pillars:

1. L1 Cache Locality: Uses a Structure-of-Arrays (SoA) memory layout allowing the CPU to scan 8 price levels per clock cycle.
2. Lock-Free Pipeline: A single-producer, single-consumer (SPSC) ring buffer manages communication between threads without kernel-level mutex stalls.
3. Heterogeneous Decoupling: The engine spawns a background thread to manage GPU logistics, allowing the main Matching Engine to run at 100% throughput.
4. Zero-Copy GPU Transfer: Uses cudaHostRegister to map system RAM directly to the GPU via DMA, eliminating the overhead of standard memcpy.

Prerequisites

Hardware

• CPU: x86_64 with AVX2 support.
• GPU: NVIDIA GPU (Ampere architecture or newer recommended, e.g., RTX 30-series).

Software

• OS: Windows 10/11 (with MSVC compiler).
• Toolchain: Visual Studio 2022 (with "Desktop development with C++").
• CUDA: NVIDIA CUDA Toolkit v12.x or 13.x.
• Build System: CMake 3.20+ and Ninja.

Build Instructions (Windows)

To build the engine with full optimizations (Release mode), follow these steps:

1. Open PowerShell.
2. Initialize the Environment:

   cmd.exe /c 'call "C:\Program Files\Microsoft Visual Studio\2022\Community\Common7\Tools\VsDevCmd.bat" -arch=amd64 && powershell'

3. Configure & Build:

   cmake -B build -DCMAKE_BUILD_TYPE=Release
   cmake --build build

Performance Benchmarking

To run the apples-to-apples comparison between the CPU-only engine and the Asynchronous GPU pipeline:

.\build\titanium_bench_optimized.exe

Expected Results

Under a heavy risk load (50-iteration Monte Carlo simulation):

• Titanium CPU: ~1.0 Million Ops/Sec
• Titanium GPU Async: ~4.5+ Million Ops/Sec

Testing & Verification

Ensure the engine is functioning correctly by running the automated test suite:

• Logic Test: .\build\titanium_test.exe (Verifies matching logic correctness).

• GPU Accuracy: .\build\titanium_test_cuda.exe (Verifies GPU math against CPU).
• Stress Test: .\build\titanium_stress_spsc.exe (Tests 10M-order lock-free integrity).

License

This project is licensed under the MIT License.