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    I’m the founder of the project; feel free to ask questions.

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      4 months late, but can you give some background on this project, how it came to be, e.t.c.?

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        Thanks for asking, Daniel, and my apologies it took a while to answer.

        Parity came to be shortly after a proprietary trading startup I worked at folded. I had worked on similar things at that company, and my initial objective was to establish open source infrastructure so that I wouldn’t need to reimplement everything once again from scratch at the next venture.

        With the Parity projects, I am striving to provide dependable building blocks for trading platforms. You can use them for testing algorithmic trading agents, connecting to trading venues, processing historical market data, and developing low latency messaging infrastructure.

        The core functions run on the JVM, and performance is a priority. Avoiding garbage collection is important for low and predictable latency, and the networking components, including the FIX engine, Philadelphia, abstain from memory allocation on incoming and outgoing messages altogether.

        I try to avoid reinventing the wheel. The trading system, for example, uses well-known NASDAQ transport protocols, SoupBinTCP and MoldUDP64, for order entry and market data access.

        Documentation and examples are unfortunately at the moment almost nonexistent. I hope to improve this situation in near future with blog posts and example applications.