Deterministic market microstructure engine
VYUH-X
One market event. Five latency worlds. Identical decisions are replayed with a common random draw so transport delay is the only changed variable.
ITCHbinary feed
SEQfail closed
L3order book
αsignals
RISKbounded checks
OUCHorders
TWINexchange
deterministic replay verified
Events200,000
Decisions20,000
Shadow orders4,096
State hash108903…432
Synthetic development workload. Throughput is intentionally omitted from the demo because this Mac run is not a pinned Linux latency campaign.
399 estimated fills · 69.67% adverse-fill rate · neutral queue model
Run locally: make demo · Fault campaign: make fault-demo