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pulk17/README.md

Pulkit — low-latency systems · C++

CS undergrad at UPES Dehradun ('27). I build market-data systems in C++ and the infrastructure around them. Candidate Master on Codeforces · GSoC 2026 contributor @ CCExtractor.

PitchFork — NASDAQ ITCH 5.0 order book engine

Parses a full-day ITCH 5.0 tape at ~8.9M messages/sec (271 MB/s) on a single core, maintaining live L2 books across all 65,536 locates. Per-message dispatch: p50 153 / p99 458 rdtsc ticks (mean 172.5, warmup discarded).

Every hand-written optimization is benchmarked by ablation — one toggle disabled at a time, identical -O3 -march=native build, every variant verified fingerprint-identical against the reference book:

engine variant M msg/s
full engine 8.87
std::unordered_map instead of unified order registry 7.39
sorted-vector book instead of windowed price ladder 6.34
no reserve() / allocator tuning 8.35

The I/O-free core also compiles to a 46 KB WebAssembly module with bit-identical output — which, on a 22.8M-message slice, outruns the native build (17.3 vs 16.4M msg/s). The repo includes an event-driven backtester (order-flow-imbalance study across every symbol on the tape, spread-cost-adjusted P&L), plus the null results — io_uring vs mmap, PGO — written up instead of deleted.

pulk17/nasdaq-itch-orderbook

Elsewhere

  • GSoC 2026 @ CCExtractor — building out the REST API for sample-platform, the org's CI and sample-testing infrastructure.
  • k8n — Kubernetes cluster visualizer: live topology via client-go, Helm release management. Go · Next.js.
  • undercover-game — real-time multiplayer social deduction PWA on zero-cost infra. TypeScript · WebSockets · Redis.

Contact

Codeforces — pulk1t (Candidate Master) · LeetCode — pulk1tt (Knight) · LinkedIn · chauhanpulkit1708@gmail.com

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