テクノロジーエクセレンス

// Joraku Ultra-Low Latency Trading Engine
use joraku::prelude::*;
use std::sync::atomic::{AtomicU64, Ordering};
use crossbeam::channel::{bounded, Receiver, Sender};

#[derive(Clone, Copy)]
struct OrderBook {
    bids: [(Price, Volume); DEPTH],
    asks: [(Price, Volume); DEPTH],
    timestamp: u64,
}

pub struct MarketMaker {
    symbol: Symbol,
    position: AtomicI64,
    pnl: AtomicU64,
    order_tx: Sender<Order>,
}

impl MarketMaker {
    #[inline(always)]
    pub fn on_book_update(&self, book: &OrderBook) -> Result<()> {
        let spread = book.asks[0].0 - book.bids[0].0;
        let mid = (book.asks[0].0 + book.bids[0].0) / 2;
        
        // Ultra-fast signal generation using SIMD
        let signal = unsafe {
            self.compute_signal_simd(book, mid)
        };
        
        if signal.abs() > THRESHOLD {
            self.send_order_lockfree(signal, mid)?;
        }
        Ok(())
    }
    
    #[inline(never)]
    unsafe fn compute_signal_simd(&self, book: &OrderBook, mid: f64) -> f64 {
        use std::arch::x86_64::*;
        // SIMD vectorized computation for 8x speedup
        let imbalance = _mm256_sub_pd(
            _mm256_load_pd(book.bids.as_ptr()),
            _mm256_load_pd(book.asks.as_ptr())
        );
        _mm256_reduce_add_pd(imbalance) / mid
    }
}