Low Latency Trading Experience

Low Latency Trading Experience | In collaboration with IICPC | Amalthea 2026, IIT Gandhinagar Learn from Ayush Kumar, founder of IICPC, live at IIT Gandhinagar. Join his keynote and Q&A (open to all students), then build your own order-matching engine in a hands-on session with the IICPC team. The Low Latency Trading Experience is a one-day, hands-on systems-programming session modelled on the kind of technical evaluations used by top quantitative trading and high-frequency trading (HFT) firms. You will implement one function, create_engine(), in a single file (engine.cpp) using the C++20 standard library only. An evaluation harness streams order events into your engine: limit and market orders, cancels, fill-or-kill and IOC orders, and self-trade prevention. The Three Stages Pass the visible unit tests. Match the reference matching engine on a hidden order stream. Go fast: correct engines appear on a live leaderboard ordered by latency (lower is better). Correctness comes first. Why Participate Industry-grade, hands-on exposure to low-latency software engineering Interact directly with IICPC founder Ayush Kumar, his engineering team and TAs Sharpen C++20, data structures and cache-optimisation skills Participants who perform well and share strong or novel ideas with the TAs may receive goodies (t-shirts, hoodies, backpacks, tumblers) Date and Venue Date: 1 November 2026 Venue: AB10/103, IIT Gandhinagar Schedule 2:00–2:45 PM: Keynote and chat with Ayush Kumar (open to all students) 2:45–3:00 PM: Audience Q&A (open to all students) 3:00–6:00 PM: Hands-on session (selected participants) 6:00 PM onwards: Wrap-up, leaderboard review and goodies (selected participants) Eligibility and Selection Open to all undergraduate and postgraduate college students A valid college/student ID card is mandatory. Seats are limited to 150–180 participants. Selection is based on resume, Competitive Programming ratings and CGPA. Exact details will be shared soon. The keynote and Q&A are open to all students; the build session is for selected participants only. What to Bring Your own laptop with a modern web browser Familiarity with C++20 Important Note This is a learning session, not a formal contest. There are no formal prizes or rewards; goodies are limited and shared at the discretion of the IICPC team, whose decision is final. AI Usage Policy AI tools may be used only to understand the problem statement and to debug your code. The design and implementation must be your own work. Conduct Reading harness memory beyond the events passed to the engine, using threads, tampering with the sandbox, plagiarism, and floating-point arithmetic in matching logic are not allowed. Submissions that breach these rules may be removed from the leaderboard.