Get startedGitHub

• Strategies in C++ or PythonPython hooks marked @fastmm.hot compile to machine code with Numba.
• One strategy file for backtest and liveReplays are deterministic, and the simulated exchange models queue position.
• Account poolsSeveral sub-accounts trade behind one venue, and orders spread across them.
• GatewayOne fastmm-gateway holds the exchange connections; several strategy processes attach to it and can stop or restart without dropping them.
• Live controlfastmm-ctl changes a running session's parameters without a restart.
• Low-latency tuningHost and network tuning built in, such as core pinning and kernel bypass.

Quickstart

python3 -m venv .venv && . .venv/bin/activate
pip install "fastmm-engine[hot]"
fastmm init my-mm && cd my-mm
python backtest.py

The wheel needs Linux x86-64 and CPython 3.10 or later, and no keys. On Debian and Ubuntu, sudo apt install python3-venv first. To build the C++ programs, see Install.

The same strategy trades live against the simulated exchange on this machine:

pip install "fastmm-engine[live]"
fastmm sim &
python -m fastmm run strategy:MyMm --config sim.toml --duration 60s

Films

• FastMM in two minutes What a market maker does, and what FastMM does for one.
• The fastest trader wins Why the quote that moves first keeps the fill.
• One tick through the engine From the market-data packet to the order on the wire.

Where to go next

• Quickstart: a strategy, a backtest and a live session against the local exchange.
• Your first market maker: a C++ strategy from its header to Binance Demo, in nine steps.
• Quote on one venue, hedge on another: run xmm on Binance Demo.
• Run on a testnet or Binance Demo: keys, a dry run and a first keyed session.
• Account pools: several accounts of one exchange behind one venue.
• Run in production: what to set before a keyed session runs unattended.
• Low-latency TCP: busy polling and kernel bypass for order entry.
• How FastMM works: the engine thread, the path of one event and what it guarantees.
• How fast it is: one production session's latency from market data to order, and its load.
• Benchmarks: the engine alone, on one machine.