Performance Lab

Challenges

Write fast code. Get certified benchmark results.

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Challenge	1st	2nd	3rd
Challenge 01: Best Price Tracker Build a high-performance limit order book that supports:	Jikan 14 cycles/op	Stefan P. 15 cycles/op	Suntae L. 15 cycles/op
Challenge 01: Best Price Tracker (Rust) Build a high-performance limit order book in Rust that supports:	Emmanuel M. 36 cycles/op	Roman Sztergbaum 36 cycles/op	Pavel Baikov 37 cycles/op
Challenge 02: Multi-Symbol Order Book Build a multi-symbol order book with queue position tracking, venue interaction,	Suntae L. 730 cycles/op	agherghesanu 974 cycles/op	Pavel Baikov 1008 cycles/op
Challenge 02: Multi-Symbol Order Book (Rust) Build a multi-symbol order book in Rust with queue position tracking, venue interaction,	Pavel Baikov 1252 cycles/op	Emmanuel M. 1843 cycles/op	Malacarne 1843 cycles/op
Challenge 03: Event Scheduler Build a high-performance event scheduler that can handle millions of pending	Suntae L. 682 cycles/op	Roman Sztergbaum 768 cycles/op	Przemek S. 868 cycles/op
Challenge 03: Event Scheduler (Rust) Rust version of the challenge. See C++ challenge page(/challenge/event-scheduler) for full problem description.	Pavel Baikov 1178 cycles/op	Hang 1426 cycles/op	Roman Sztergbaum 5952 cycles/op
Challenge 04: Event Scheduler (No Cancel) ## Event Scheduler — No Cancel	h3isenberg 310 cycles/op	Suntae L. 310 cycles/op	bdcbqa 310 cycles/op
Challenge 04: Event Scheduler — No Cancel (Rust) Implement a high-performance event scheduler (no cancel support).	Hang 1488 cycles/op	Roman Sztergbaum 1798 cycles/op	Baseline (reference solution) 4340 cycles/op
Challenge 05: Ring Buffer Build a high-performance SPSC (Single-Producer Single-Consumer) ring buffer for passing market data messages between...	kkhan 155 cycles/op	K. Reznik 248 cycles/op	Suntae L. 279 cycles/op
Challenge 06: Seqlock Build a high-performance sequence lock (seqlock) that allows one writer and multiple readers to share data without blocking.	Suntae L. 352 cycles/op	kkhan 353 cycles/op	Noah 354 cycles/op
Challenge 07: String Map Build a high-performance hash map with string keys (up to 16 characters) and `uint32_t` values.	Przemek S. 16 cycles/op	kkhan 17 cycles/op	Stephane D. 17 cycles/op
Challenge 07: String Map (Rust) Implement a fast string-keyed hash map. Insert 100K key-value pairs, then look them all up.	Siddharth Singh 63 cycles/op	Malacarne 89 cycles/op	Abdulkadir Poyraz 128 cycles/op
Challenge 08: Ticker Lookup Build the fastest possible ticker symbol lookup table.	Michael Ostapenko 10 cycles/op	Fatih Karaoğlu 13 cycles/op	Przemek S. 14 cycles/op
Challenge 08: Ticker Lookup (Rust) Build a lookup table for ticker symbols. `build()` is called once (not timed),	Malacarne 16 cycles/op	Siddharth Singh 17 cycles/op	Abdulkadir Poyraz 18 cycles/op
Challenge 09: FIX Parser Build a high-performance FIX protocol parser for order messages.	Przemek S. 696 cycles/KB	Malacarne 760 cycles/KB	blumper m. 761 cycles/KB
Challenge 09: FIX Parser (Rust) Rust version of the challenge. See C++ challenge page(/challenge/fix-parser) for full problem description.	Jakub Koszuliński 741 cycles/op	Baseline (reference solution) 743 cycles/op	—
Challenge 10: FIX Encoder Build a high-performance FIX message encoder for order entry.	blumper m. 107 cycles/msg	Przemek S. 118 cycles/msg	Malacarne 161 cycles/msg
Challenge 10: FIX Encoder (Rust) Rust version of the challenge. See C++ challenge page(/challenge/fix-builder) for full problem description.	Baseline (reference solution) 3831 cycles/op	Jakub Koszuliński 3909 cycles/op	—
Challenge 11: Rolling Counter Build a high-performance rolling window event counter.	blumper m. 14 cycles/op	Przemek S. 17 cycles/op	bdcbqa 18 cycles/op
Challenge 11: Rolling Counter (Rust) Maintain a sliding window count of events. Update time, add events, query count.	Malacarne 23 cycles/op	Baseline (reference solution) 24 cycles/op	Jakub Koszuliński 24 cycles/op
Challenge 12: Feed Arbiter ## Feed Arbitration	blumper m. 17 cycles/op	Malacarne 20 cycles/op	Przemek S. 20 cycles/op
Challenge 12: Feed Arbiter (Rust) Rust version of the challenge. See C++ challenge page(/challenge/feed-arbiter) for full problem description.	Jakub Koszuliński 925 cycles/op	Baseline (reference solution) 933 cycles/op	—
Challenge 13: Implied Book ## Implied Order Book	blumper m. 92 cycles/op	Przemek S. 95 cycles/op	Hang 189 cycles/op
Challenge 13: Implied Book (Rust) Rust version of the challenge. See C++ challenge page(/challenge/implied-book) for full problem description.	Malacarne 131 cycles/op	Jakub Koszuliński 597 cycles/op	Baseline (reference solution) 597 cycles/op
Challenge 14: Build Optimization This challenge is different. The code is frozen — you cannot modify it.	Przemek S. 2278 cycles/kop	blumper m. 2290 cycles/kop	K. Reznik 2299 cycles/kop
Challenge 15: Implied Volatility ## Implied Volatility Solver	Malacarne 23 cycles/op	bdcbqa 53 cycles/op	blumper m. 63 cycles/op
Challenge 15: Implied Volatility (Rust) Rust version of the challenge. See C++ challenge page(/challenge/implied-vol) for full problem description.	Malacarne 32 cycles/op	Baseline (reference solution) 731 cycles/op	Jakub Koszuliński 732 cycles/op
Challenge 16: Monte Carlo Pricer ## Monte Carlo Option Pricer	Davide Spataro 206809 cycles/op	frfx 324035 cycles/op	Hang 790484 cycles/op
Challenge 16: Monte Carlo Pricer (Rust) Rust version of the challenge. See C++ challenge page(/challenge/monte-carlo) for full problem description.	Siddharth Singh 17585588 cycles/op	Jakub Koszuliński 131927651 cycles/op	Baseline (reference solution) 132753483 cycles/op
Challenge 17: Cross-CCX Ring Buffer Same interface as Challenge 05(/challenge/ring-buffer) — but the producer	kkhan 310 cycles/op	K. Reznik 682 cycles/op	Przemek S. 930 cycles/op
Challenge 18: Build Optimization II A second flags-only challenge. The code is frozen — your only lever is the	Przemek S. 5 cycles/op	K. Reznik 6 cycles/op	Baseline (reference solution) 11 cycles/op