Proprietary quantitative trading · Singapore 自营量化交易 · 新加坡
ZeroLatency is a proprietary trading firm running one integrated system: market data in at nanosecond resolution, risk-gated orders out across global venues, and a verifiable ledger around all of it. ZeroLatency 是一家自营量化交易公司,运行一套完整自研的交易系统:纳秒级行情采集进入,经风控闸门的订单发往全球市场,全程置于可核验的账本之内。
◂ every fill and ack reconciles back into the book每笔成交与回执,回流对账入同一本账
Sec 01 · Markets第 01 节 · 市场覆盖
Underlyings across digital assets, equities, commodities and rates — traded as spot, futures and options through connected exchanges and brokers. 底层资产横跨数字资产、权益、大宗商品与利率——以现货、期货、期权的形式,经互联互通的交易所与券商网络交易。
Every connection is a first-class citizen. Exchanges and brokers are unified at the execution layer — orders route through one gateway, exposure aggregates into one risk view, and every fill settles into one book, regardless of where it traded. 每一条通道都是一等公民。交易所与券商在执行层归一——订单经同一网关路由,敞口汇入同一风控视图,每笔成交无论发生在哪个市场,最终都落入同一本账。
Sec 02 · Technology第 02 节 · 技术架构
We don't publish internals. The shape of the system — and the discipline it is built under — says enough. 内部实现不对外公开。系统的形态,以及构建它所遵循的纪律,已足以说明一切。
The stack covers the full loop — market data, research, execution, risk, accounting, operations — with no third-party core anywhere on the critical path. 这套系统覆盖完整闭环——行情、研究、执行、风控、账务、运维——关键路径上没有任何第三方内核。
The hot path is Rust. Research and production share one logic core, so what was tested is what trades — and historical replays are required to reproduce exactly. 热路径由 Rust 构建。研究与生产共用同一逻辑核——被验证的,就是在交易的——且历史重放被强制要求精确复现。
Layers are isolated by design: data, execution, risk, ledger and monitoring fail independently, reconcile continuously, and never share a single point of failure. 各层从设计上相互隔离:数据、执行、风控、账本与监控各自独立失败、持续相互对账,不共享任何单点。
Sec 03 · Doctrine第 03 节 · 准则
Speed is a property. Discipline is the edge. These rules are enforced in code — by invariants that raise, replays that must match, and gates that don't negotiate. 速度只是属性,纪律才是优势。这些准则由代码强制执行——靠会抛错的不变量、必须一致的重放、以及不容商量的闸门。
Every number has exactly one producer. Consumers derive; they never re-invent.每个数字只有一个生产者;下游只做派生,绝不重新发明。
Bad or missing data raises immediately. No silent defaults, no quiet coercion.坏数据与缺失数据立即抛错。没有静默默认值,没有悄悄的类型纠正。
Fixed seed, replayed history, bit-identical output — or the result does not count.固定种子、重放历史、输出位级一致——否则该结果不作数。
Pass criteria are written before the experiment runs. Results never get to grade themselves.通过标准在实验运行前写定。结果永远没有资格给自己打分。
No band-aid that masks the real problem. A fix that hides a defect is a defect.不打掩盖真问题的补丁。掩盖缺陷的修复,本身就是缺陷。
Secondary consumers may fail. Capture and execution may never stall because of them.次级消费者可以失败,但采集与执行绝不允许因它们而停顿。
Sec 04 · Contact第 04 节 · 联络
Partnerships, markets, engineering — if it concerns the system on this page, it starts here. 合作、市场、工程——凡与本页系统相关的事,都从这里开始。
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