PyAlgoEngine 0.10.5

Basic algo engine

PyAlgoEngine: Python Algo-Trading Engine

This module is a high-performance market data buffer implementation written in Python, Cython and C, designed for HFT (High Frequency Trading) system.

📦 Features

• C-level data structures for fast market data access
• Efficient shared memory support for interprocess communication
• Compile-time configurable parameters for memory and layout tuning

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⚙️ Compile-Time Configuration

This module allows overriding several constants at compile time via environment variables.

Available Parameters

Variable	Default	Description
TICKER_SIZE	32	Max length of a ticker symbol
BOOK_SIZE	10	Max depth of the order book
ID_SIZE	16	Max length of ID field
MAX_WORKERS	128	Max number of concurrent workers

These values are defined in c_market_data_config.h, but can be overridden at build time.

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🚀 Building with Custom Parameters

To override default values, set environment variables before building:

Using pip install

TICKER_SIZE=64 BOOK_SIZE=20 pip install .

Using setup.py directly

TICKER_SIZE=64 BOOK_SIZE=20 python setup.py build_ext --inplace

These environment variables are passed to the C compiler as -D flags and will override the fallback values in c_market_data_config.h.

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🧪 Verify Compilation

You can verify the values were compiled correctly by running:

from algo_engine.base import C_CONFIG

print(C_CONFIG)