In this chapter, we will introduce you to using Python in the high-frequency trading (HFT) system. Getting an HFT system using Python is problematic since Python was not built for speed and low latency. Because Python is the most used language and provides all the necessary libraries for data analysis, this language is the go-to in algorithmic trading. We will learn how to use HFT libraries in Python in this chapter.
We will cover the following topics:
- Introducing Python
- Python limitations in the context of HFT
- How to use a C++ library in Python
We will provide you with the tools capable of transforming any C++ code into code that can be used by Python.
We will start by explaining ...
