Market data feed parsing library in C.
Zero-allocation parsers for exchange feed protocols. Designed for embedding into latency-sensitive ingestion pipelines where GC pauses or allocator contention are unacceptable.
- ITCH 5.0 — Nasdaq market data
- OUCH 4.2 — Nasdaq order entry
- (more planned)
makeProduces libfeed.a and a small demo binary bin/feed_demo. Requires a C11 compiler (GCC 11+ or Clang 14+).
Internal component. Reference decoder implementations; production uses per-venue hand-tuned forks.