github.com/Smitty777777
About (2025/2/3)
I am a senior year (yr13) high school student from New zealand. I write high frequency trading software because that is what I am interested in. This is a bookshelf of sorts for that software, excluding the freelance projects I have done for other people and my own trading strategy logic.
I have also included some of my academic papers.
I was introduced to programming when I was 11 via robotC, Nowadays I work in c++ and c# for my front end and research. I work on very short term trading logic, ideally sub second round trips for some of my strategies as well as continuous quoting/market making.
In the past I largely traded calendar and intermarket spreads on the CME and before that, around ages 14-16 was involved in CFD's, particularly the ECN-STP latency arb. I now quote illiquid, low notional futures during the New Zealand day time on the CME and Eurex.
I do not see myself as a software developer, I am more interested in trading, research and math; What follows are just the vessels I have created to allow me to employ the ideas.
All is my own.
OsmiTrader/Genesis (2022-Present)
OsmiTrader/Genesis is my complete trading stack consisting of the OsmiTrader daemon and the Genesis GUI instance. OsmiTrader is the core strategy engine, featuring strategyManager, a quoting engine for both market making and hedging strategies. OsmiTrader has been proximity colocated with the CME at CyrusOne CH1 and uses FIX binary over TCP to receive market data and route orders to Cunningham Trading System, it communicates with the genesis front end via SignalR.
I started building genesis when I was 15. It started as a tool to rip orderbook data out of the ninjatrader retail futures platform to create an improved depth ladder display for click trading.
OsmiTrader is written in C++ and implements features such as an internal order book with an impact estimation of outbound orders and a message priority queue along with many other tricks. Genesis is the front end stack, built on the .net framework. Genesis consists of the StrategyManager UI which allows for the handling of multiple algo instances within osmitrader simultaneously, the selection of hedging and basis markets and the user defined theo price. The user can open an order book ladder which highlights the theo price on the price column, View the audit trail, fills, working orders etc.
The price ladders can also load autospreader markets between any 2 contracts on any exchange. I use the CME’s method of constructing the implied spread book.
The front end also has the ability to forward market data to a seperate client, for which I have both an acceptor application and a QT gui.
Latest version of OsmiTrader quoter/hedger manager, genesis ladders/autospreaders and risk screens:
Old light theme:
snippet of emini SP tick data streamed from the CH1 osmi instance to my laptop (every add/delete/modify/trade):
Timecop++ (2025)
Timecop++ is my back testing engine which ingests CME MDP BBO’s, simulates queue positions and fills with curve fitting for beyond best bid/offer fills. It was originally written in c# and the recent refactor has made it far more performant, Timecop returns a fill report and allows searching historical add/del/trade to see the market state at the time of a fill.
Genesis Trader Classic (2022)
The legacy version of genesis. Built to target legacy windows NT operating systems such as windows XP, 2000, 7 and vista. The visual layout and functionality is derived from older versions of Trading Technologies now discontinued X_Trader platform (V7, V6.9).
Genesis trader classic features the following:
Market depth ladder with customizable order hotkeys, Colors, trading limits and defaults - ability to trade across multiple accounts + iceberg and OCO function
Positions and fills window
- Autospreaders
- Working orders with modification, cancel/replace and held order functionality
- Audit trail recording and displaying all important events on the client/exchange
Genesis Research (2024)
Genesis Research is an economic data and news platform. GR features high speed news wires and economic event data from a number of sources as well as global commodity, equity/index and foreign exchange quotes. I no longer maintain it.
Genesis Ticker (2025)
A market depth/trades visualizer I built for my high school senior (NCEA L3) Compsci project
FIXDapter (2024)
The FIXDapter API is an easy to use FIX API that maintains a TCP session and parses inbound and outbound FIX messages. FIXDapter is available in both a C++ and C# .NET version, the C# version utilizing event handlers on message receive. FIXDapter parses data to/from a map making it easy to define fix tags and values as a KVP.
Research