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...Single order book configuration is capable to process 5M operations per second on 10-years old hardware (Intel® Xeon® X5690) with moderate latency degradation. HFT optimized. Priority is a limit-order-move operation mean latency (currently ~0.5µs). Cancel operation takes ~0.7µs, placing new order ~1.0µs. Disk journaling and journal replay support, state snapshots (serialization) and restore operations, LZ4 compression. Lock-free and contention-free order matching and risk control algorithms. Matching engine and risk control operations are atomic and deterministic.

In data classification, there are no particular classifiers that perform consistently in every case. This is even worst in case of both the high dimensional and class-imbalanced datasets. To overcome the limitations of class-imbalanced data, we split the dataset using a random sub-sampling to balance them. Then, we apply the (alpha,beta)-k feature set method to select a better subset of features and combine their outputs to get a consolidated feature set for classifier training. To...