Implementing the Model and Strategy modules

This module is the brain of the system, responsible for making trading decisions based on real-time market data. The Strategy module continuously reads the market data from the LOB, applies various trading strategies, and triggers orders when certain criteria are met. The implementation of this module requires careful design and optimization to ensure low latency and high throughput, which are critical for the success of high-frequency trading.

In our proposed architecture, the Strategy module is designed as a separate module that operates concurrently with the LOB and other modules of the system. It communicates with the LOB through a ring buffer, which is a lock-free data structure that allows efficient and concurrent access to market data. The Strategy module continuously polls the ring buffer in a busy waiting loop, ensuring that it can immediately process new market data as soon as it arrives.

To further optimize the performance...