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bruHFT

@BruHFT_quant

1,590
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FNG in HFT. Switching to C++ is always faster than reloading. Currently working on my own DPDK solution... Rust, C++, Python

Binance Basement
Joined March 2024
Don't wanna be here? Send us removal request.
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@BruHFT_quant
bruHFT
5 months
I went cleaning and thought of another improvement to my code. Now 200ns! (Once again this is BBA, and parsing to f32)
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@BruHFT_quant
bruHFT
5 months
Yeah! Finally reached under 1 micro deserialization time in a live websocket! When bitcoin arbs @Dub0x3A ?🤔🤔
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@BruHFT_quant
bruHFT
3 months
Yess, I just completed all my bachelor courses! 🥳🥳 in september I will start my masters degree :)
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@BruHFT_quant
bruHFT
5 months
A very interesting article of how someone fixed GTA V loading times by fixing their JSON deserializer. He improved speeds by 70%, and got awarded 10k from Rockstar, and Rockstar actually implemented his fix in an update! Cool story :)
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@BruHFT_quant
bruHFT
4 months
Finished version 1.0 of my Low latency UDP client made in DPDK. got nice improvements in the ping pong messages :) around 50 micro lower median & means. orange line is python udp client, blue is dpdk udp client
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@BruHFT_quant
bruHFT
4 months
Hey everyone! I gained a lot of followers in the past days. If you're new, im a guy trying to write his own networking protocol with 'DPDK' in c++ to lower the latencies! I hope to share more about this in the coming weeks, and keep you updated on the journey. Thank you all❤️
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@BruHFT_quant
bruHFT
3 months
The elite doesn't want you to know this, but you can literally go to the park and grab the ducks. They cannot stop you. I have got 6 ducks now.
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@BruHFT_quant
bruHFT
5 months
Hi everyone sorry for inactivity will be fully back next friday due to finals week! Learning for finals really bored me so much these past days. Today I thought lets upgrade the ol' deserializer with Bybit Orderbook stream:
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@BruHFT_quant
bruHFT
5 months
Yeah! Finally reached under 1 micro deserialization time in a live websocket! When bitcoin arbs @Dub0x3A ?🤔🤔
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@BruHFT_quant
bruHFT
5 months
Thanks for the 420 followers!
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@BruHFT_quant
bruHFT
5 months
Okay got some free time and decided to test out @levbeta 's deserialization bench. I did not expect my deser algorithm to be this fast. Try to beat it! let's start a deserialization arms race!🔥
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@BruHFT_quant
bruHFT
4 months
Wow. It took sony 2 years to bring the full functionalities of Discord to PS5, and I almost finished my DPDK websocket after only 3 months. @Sony pay me 10 mill and an astrobot figure and u can use my udp client for lower latency discord voice chat.
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@BruHFT_quant
bruHFT
4 months
Go follow this dude! He is really amazing. He's honest about the bad times, and good times he has trading, and I always really enjoy this guy's content.
@pedma7
pedma
4 months
Here's my updated P&L since last year, trading a low-frequency, long only trend model in crypto. I've been 82 days in drawdown so far. Pretty much ever since the top on the 14th of March. Just the name of the game, carry on. (apologies for the y axis, net p&l is 139.58%)
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@BruHFT_quant
bruHFT
5 months
If it's one thing that helped me in my ongoing journey in HFT, it's communication. A lot of these tasks in crypto may very well be infeasible to achieve by yourself. Find out your strengths and weaknesses, and find someone that complements you in the areas where you lack
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@BruHFT_quant
bruHFT
6 months
When I make it into HFT, I will give money to the ones that supported me the most that is @Dub0x3A , WinRaR and all indian math guys on youtube
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@BruHFT_quant
bruHFT
6 months
Working on cutting down deserialization times, had a vague idea, turns out it worked pretty well :) If this is a bottleneck for you take some time to really think about it, you'll probably cut down your time atmost in a days time by 30%
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@BruHFT_quant
bruHFT
5 months
How to reduce the latency of x? Just go through the code of x and make it do less things! So don't shy away from trying to peek under the hood of the functions and etc that you are using. See how they work, and see what can be skipped.
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@BruHFT_quant
bruHFT
5 months
Many have asked me to share my alpha. Today I deliver: @ekrii3 's resources were pivotal in cutting down my deserialization time. You can never beat serde without having some knowledge of circle packing. Here are the links to his amazing resources.
@ekrii3
ekri
6 months
Feeling super generous so, somewhat reluctantly, here are 5 industry secret holy grail books that have immensely assisted me in my quantitative trading endeavours (as an ex manual HFT mm) that I highly recommend new and experienced traders pick up if they can. No specific order.
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@BruHFT_quant
bruHFT
4 months
I literally dreamt about avx512 what is happening
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@BruHFT_quant
bruHFT
2 months
I really don't understand why some women drink alcohol when pregnant. As you can see the damage to the child can be severe
@hamptonism
ₕₐₘₚₜₒₙ — e/acc
2 months
If you’re not quantum maxxing by 2025 i genuinely feel bad for you.
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@BruHFT_quant
bruHFT
6 months
Yaaay! Fixed my code im about 2 times faster using DPDK and look at the jitter. 🥰 Next step will be tuning the kernel using optimal settings I found using the repo my bro @Dub0x3A made with a little help by my side ()
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@BruHFT_quant
bruHFT
3 months
Hey guys could use some advice for a new pc build. My laptop is on its last legs. Now my externally connected mouse is also barely working, and the system has trouble shutting down now. I don't have a lot of money so I tried to compose this build for hft. Please share ur opinions
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@BruHFT_quant
bruHFT
5 months
Do you know how broken my setup is? I'm working with a laptop that has a malfunctioning keyboard—some keys, like 'E,' simply don't respond. (Guess which letter is the most frequent in the English Language). (1/7)
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@BruHFT_quant
bruHFT
2 months
still grinding away in DPDK. Although im fairly happy with how much my code has improved :)
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@BruHFT_quant
bruHFT
4 months
I spill my secrets to the king's guards at buckingham palace. These fk guards have to stay there for hours and hear how my deserializer works
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@BruHFT_quant
bruHFT
3 months
Thanks everyone for your help! I found an easier and faster method. I pasted some websocket code in the dev console of google chrome, and followed this tutorial: and now I can see all the packets decrypted in wireshark :)
@BruHFT_quant
bruHFT
3 months
How can I decrypt the TLS packets that are received by e.g. a rust websocket? I just want to see the data that is received using wireshark but cant figure out how to let wireshark decrypt it
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@BruHFT_quant
bruHFT
4 months
Would you guys be interested in a substack where I could actually go much more into detail about DPDK, deserialization and etc? These subjects need more than 140 characters :)
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@BruHFT_quant
bruHFT
5 months
Do you know how broken my setup is? I'm working with a laptop that has a malfunctioning keyboard—some keys, like 'E,' simply don't respond. (Guess which letter is the most frequent in the English Language). (1/7)
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@BruHFT_quant
bruHFT
5 months
My DPDK LOC rate is now finally coming in the minutes per line range😂 hope to soon share what I've been working on...
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@BruHFT_quant
bruHFT
6 months
Well, had another idea for the deserializer. Now the times are improved massively. Maybe @Dub0x3A will now let me out of the basement🥺
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@BruHFT_quant
bruHFT
6 months
Working on cutting down deserialization times, had a vague idea, turns out it worked pretty well :) If this is a bottleneck for you take some time to really think about it, you'll probably cut down your time atmost in a days time by 30%
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@BruHFT_quant
bruHFT
3 months
The TLS rabbit hole continues...
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@BruHFT_quant
bruHFT
4 months
If I had access to the AWS datacenter I would purposely heat the cables of my competitors so that the latency would overwhelm them. Maybe its a good thing AWS keeps those locations a secret 😂
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@BruHFT_quant
bruHFT
3 months
@Dub0x3A @splinedrive @samsoniuk @hansfbaier @jangray @ATaylorFPGA @cnlohr Dub please dont let me buy an fpga i fear it will be my undoing
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@BruHFT_quant
bruHFT
2 months
I will be returning from my vacation in istanbul tomorrow! The coming weeks I aim to be more active again and share more of my process :)
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@BruHFT_quant
bruHFT
5 months
This is for getting top 5 bids and asks and parsing everything to f32. Damn amazing! To think that serde takes 100 micros, and this specialized deserializer 200 ns!
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@BruHFT_quant
bruHFT
5 months
You take longer to complete your studies because you need to retake a course. I take longer to complete my studies to extend my loan period. We are not the same.
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@BruHFT_quant
bruHFT
5 months
For me that person is @Dub0x3A what a legend! Go follow him if you haven't
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@BruHFT_quant
bruHFT
5 months
This week, I had to learn 4 weeks of coursework in one day. Whenever I had trouble understanding one of the slides. I screenshotted it, sent to chatgpt and it explained e.g that the pressure force is always directed inwards to the surfaces of a control volume. It saved my life
@francoisfleuret
François Fleuret
5 months
I encourage everyone to pause for a second and realize how far in the future we are.
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@BruHFT_quant
bruHFT
4 months
Next steps will be to finish TCP handshake and implement TLS so that I can finally make a low latency binance socket and couple that with my deserialization algorithm to obtain extremely fast t2t :)
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@BruHFT_quant
bruHFT
3 months
@BeatzXBT @volatilitynoob They do still work, but the infra/profit ratio for it are insane. Wouldn't recommend, you can get more profit with one tenth of the energy by looking at other strats
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@BruHFT_quant
bruHFT
2 months
If you like math dont search up Fast Matrix Multiplication Tensors. Its an incredible problem. It is extremely easy to understand, solving it would reap big rewards (increase the speed of matrix multiplication), but solving it is horrendous. The solution space is enormous.
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@BruHFT_quant
bruHFT
6 months
What theory do they think board game developers use? Its group theory. Try to solve a rubics cube without knowing how to define the group homomorpishm for it; You can't! Market making is simply finding a bijection between bids,asks and the tiles of a rubics cube. Ask @BeatzXBT
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@BruHFT_quant
bruHFT
4 months
You want a 4090 to use pathtracing in cyberpunk or run your machine learning algos faster. I want a 4090 to solve PDE's on my GPU, we are not the same
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@BruHFT_quant
bruHFT
4 months
I forgot chatgpt could generate images. Enjoy
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@BruHFT_quant
bruHFT
5 months
Improved deserializer even more. Caveat being this is only BBA and these are saved as strings not floats.
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@BruHFT_quant
bruHFT
3 months
@Vertox_DF Applied physics and mathematics, going to do masters in applied maths
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@BruHFT_quant
bruHFT
4 months
Do any of you guys know which exchanges have orderbook streams that are on port 80, so not 443? There doesnt seem to be any I think?
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@BruHFT_quant
bruHFT
4 months
I think after finishing my low latency websockets Im gonna finally return to running strats again and making p&l, since the next improvements to lower latency cost considerable money (e.g. renting metal instances)
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@BruHFT_quant
bruHFT
3 months
@circlepacker @BeatzXBT @volatilitynoob I tried to tri arb some shitcoin with a market cap of 70k. Even with kernel tuning, and tuning the network stack I only won 40% of the tri arb oppertunities. And each winning trade netted a profit of 1 cent💀 so yeah a lot of work for nothing
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@BruHFT_quant
bruHFT
6 months
Thanks for the 150 followers. It's a month since I made this account and wouldn't have predicted this much people following me already. Thank you all for the support :)
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@BruHFT_quant
bruHFT
6 months
@nayshins @shakoistsLog yeah man same was true for me aswell. I also noticed that when I tutored kids their learning attitude would improve when i told them of the practical applications of whatever theyre learning. it makes the learning feel important rather than a useless chore
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@BruHFT_quant
bruHFT
3 months
How can I decrypt the TLS packets that are received by e.g. a rust websocket? I just want to see the data that is received using wireshark but cant figure out how to let wireshark decrypt it
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@BruHFT_quant
bruHFT
4 months
@MarkBestForex @BeatzXBT @SmallCapSmarts @Dub0x3A Exactly that! C++ low latency code is one of the most gatekept things in quant ive seen so far
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@BruHFT_quant
bruHFT
4 months
Help stepfunction im stuck😳😳
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@BruHFT_quant
bruHFT
5 months
It takes 50% more time than my binance implementation, but I believe I'm able to get the median and p99,p99.9 down. I made this adaptation of my deserializer in an hour, and was frankly surprised it worked this efficient without giving further thoughts about optimization
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@BruHFT_quant
bruHFT
2 months
This is me rn fucking around with TLS who the hell designed this lol😂
@PGelsinger
Pat Gelsinger
2 months
“Let your eyes look straight ahead; fix your gaze directly before you. Give careful thought to the paths for your feet and be steadfast in all your ways” Proverbs 4:25-26
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@BruHFT_quant
bruHFT
2 months
@Dub0x3A @OBS_orderflow @BeatzXBT This. Take a much needed break if possible, or find another thing u can change about ur daily life. Go to a different grocery store, take a diff route home, tell a stranger you like their shoes whatever gets you out of the endless routine even for a split second
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@BruHFT_quant
bruHFT
3 months
@MarkBestForex @DegenSugarBoo @Dub0x3A @BeatzXBT @nayshins I hate how much I see of myself in this picture😂
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@BruHFT_quant
bruHFT
3 months
You are not a real mathematician if you haven't dreamt about solving riemann hypothesis
@stackofbears
george
3 months
Incredible things are happening on my bag of legumes
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@BruHFT_quant
bruHFT
3 months
@Vertox_DF @Dub0x3A @splinedrive @samsoniuk @hansfbaier @jangray @ATaylorFPGA @cnlohr The peeps really into crypto hft know far more than you might think, but they are too busy building and shutting their lips about it. Hope to one day be one
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@BruHFT_quant
bruHFT
5 months
There's always something holding you back, right? Do I enjoy working under these conditions? Definitely not. But hey, I'm a student—I don't have the funds to fix these issues, and that's okay! In the grand scheme of things, (4/7)
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@BruHFT_quant
bruHFT
5 months
because every step forward, no matter how small, is progress toward a brighter future. You've got this! (7/7)
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@BruHFT_quant
bruHFT
5 months
@ekrii3 Wait until bro discovers bacteria colonies and how they change
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@BruHFT_quant
bruHFT
4 months
@levbeta Noticed the same bro! I think its because of this post:
@SmallCapSmarts
small_caps_automated
4 months
I've been looking for good quantitative trading engineer accounts to follow. Mainly interested in design and development in Rust/C++, but Python is fine too. Any tips?
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@BruHFT_quant
bruHFT
6 months
@levbeta Nice work bro. Deserialization and Serialization dragons will be slain
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@BruHFT_quant
bruHFT
1 month
Check out Dub's stream its really fun!
@Dub0x3A
dub
1 month
live now @ !
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@BruHFT_quant
bruHFT
5 months
@Dub0x3A @BeatzXBT My DPDK LOC rate is in the hours per line range😂😂
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@BruHFT_quant
bruHFT
4 months
how is this real?😂😂 @AmongUsGame
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@BruHFT_quant
bruHFT
4 months
@Dub0x3A I feel discriminated against😭 those damn crab people
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@BruHFT_quant
bruHFT
4 months
@soundsonacid @levbeta @0xpemulis Just choose what is best for the situation. People that think no other programming languages than Rust are allowed, have probs never went to uni lol. Im not gonna make my own plotting software just to plot some current measurements.
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@BruHFT_quant
bruHFT
5 months
@brynxical @levbeta Yeah, that's why I wrote my own implementation to do all of serde's work but much faster :)
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@BruHFT_quant
bruHFT
6 months
got DPDK working on my EC2 instances. decided to test the RTT between them. my code so fast that the latency turned negative🔥🫡
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@BruHFT_quant
bruHFT
4 months
This heat got me thinking if I should build my own airconditioning system after im done with my final exam and the websocket
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@BruHFT_quant
bruHFT
3 months
So yeah it has no GPU, and chose a bigger PSU for when I have saved enough for a GPU otherwise it would be overkill yea
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@BruHFT_quant
bruHFT
4 months
Am I stupid or does OpenSSL literally not have a decent documentation for the C++ API?
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@BruHFT_quant
bruHFT
5 months
@cryptohound666 Nothing bro sometimes chatgpt is a bit stoned its ok. Its then best to start a new chat
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@BruHFT_quant
bruHFT
2 months
@MarkBestForex What?? is it actually about using quantum mechanics for finance? As a physicist i have seen this a couple of times, and each time i lose braincells😭
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@BruHFT_quant
bruHFT
4 months
@BeatzXBT @RNKNomad @zenhft @nincadax @OBS_orderflow Once I sent 10k requests within one second, and got no warnings
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@BruHFT_quant
bruHFT
5 months
and trust that your perseverance will lead you to brighter days ahead. Your journey may have its bumps and glitches, but with your determination and resilience, you're sure to emerge stronger and more capable than ever before. Keep believing in yourself, (6/7)
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@BruHFT_quant
bruHFT
5 months
@serzhiio @Dub0x3A Yeah and adding 5 levels of orderbook levels also doesnt seem to have a significant effect on means or medians. It does worsen 99.9th percentile, but 99th is fine. The whole experience is extremely humbling regarding my programming intuition. Will share later :)
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@BruHFT_quant
bruHFT
4 months
@SmallCapSmarts @soundsonacid @Dub0x3A @levbeta @ieszczyk @Quantaraum Thank you sir! Beautifull things will be posted in the next weeks stay stuned :)
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@BruHFT_quant
bruHFT
5 months
Yesterday, I've had to resort to digging through old Rust folders and deleting '/target' to free up space. To add to the chaos, my laptop charger sparks every time I plug it into the wall. Oh, and let's not forget to mention that my mousepad on my laptop doesn't work. (3/7)
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@BruHFT_quant
bruHFT
4 months
French snaps are one of the most funniest things to ever exist they always got me dying on the floor😂😂
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@BruHFT_quant
bruHFT
5 months
It does make mistakes tho! And you should always check the info, but when used appropriately is a massive help
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@BruHFT_quant
bruHFT
6 months
Men would rather implement their own DPDK http client than go to therapy
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@BruHFT_quant
bruHFT
5 months
any else experiencing an outage on apsoutheast-1 (singapore) on aws rn?
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@BruHFT_quant
bruHFT
2 months
@ieszczyk @BeatzXBT Firefox gang where u at🔥🔥🔥🔥🔥🔥🔥🔥
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@BruHFT_quant
bruHFT
6 months
3 days later and I already achieved 220? Thank you all for the support 🙏🏻❤️
@BruHFT_quant
bruHFT
6 months
Thanks for the 150 followers. It's a month since I made this account and wouldn't have predicted this much people following me already. Thank you all for the support :)
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@BruHFT_quant
bruHFT
4 months
Another day, another compile of DPDK on the starved c5.large
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@BruHFT_quant
bruHFT
5 months
It was originally a Windows laptop for my engineering studies (good luck running obscure electrical circuit simulators on Linux or Mac!). I installed Ubuntu alongside it to learn programming . With only 80 GB of storage, my laptop's capacity is now nearly maxed out. (2/7)
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@BruHFT_quant
bruHFT
6 months
@ekrii3 Dont forget to brush up on your quaternion algebras to understand triangular arbitrage
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@BruHFT_quant
bruHFT
4 months
@Vertox_DF Point 3 is very true. I plan to shed some more light about this when the websocket is done, which hopefully will be this week. Nice thread! Was enjoyable to read :)
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@BruHFT_quant
bruHFT
4 months
@quant_arb Real. I have to be very abusive at the start of each conversation, just so im not ddos'ed with tons of useless info. I asked you for a simple DNS script in python, not a fucking thesis
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@BruHFT_quant
bruHFT
6 months
@Dub0x3A Added Latency Distribution aswell :)
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@BruHFT_quant
bruHFT
5 months
@ShivamKuma1642 Ah Okay, sometimes My English is a bit bad! Was just checking! Yeah might be because of the different rules in our countries. In my country you can do this without having too much debt added (live in EU). dont think it would be safe to try it out in the US
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@BruHFT_quant
bruHFT
4 months
@BeatzXBT Just a plain sockets script in python :) Thanks bro this is the result of a lot of months of reading
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@BruHFT_quant
bruHFT
5 months
@MarkBestForex @levbeta @Dub0x3A I've taking a small break for till next week friday for my finals week and i see you guys have gone into madness with your picoseconds💀💀
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@BruHFT_quant
bruHFT
4 months
@laurentzeimes HTTP 3.0, but the choice of measuring the RTT for UDP packets was a practical one. UDP does not have a handshake protocol, which made it easier to test than TCP
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@BruHFT_quant
bruHFT
5 months
@cryptohound666 😂😂 Yeah, im gonna resume the DPDK HTTP client again. Other project ideas for the coming months are: to make my own websocket application made for low latency (to see how fast we can be without kernel bypass), and to combine my deserializer with DPDK, and see what magic happens
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