FINANCE, ACCOUNTING & TAX

HFT market microstructure & execution

Task and verification

Optimize execution algorithms across L2/L3 order book feeds to minimize market impact and adverse selection while managing passive fill rates.

Tools and runtime

L2/L3 order book simulator + tick-level latency + fill accounting

OPENENV / ORDERBOOK

#hft#order-book#execution#market-microstructure

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