I developed(still developing) this: https://github.com/tosinalagbe/hedg . It is a framework aimed at low latency and ease of use for fast automated trading. If anyone is interested in this approach and knows a bit of C++ , please do check it out. Would love to see
it tested by anyone other than me:
https://github.com/tosinalagbe/hedg
it tested by anyone other than me:
https://github.com/tosinalagbe/hedg