Proprietary quantitative trading · Singapore 自营量化交易 · 新加坡

Every nanosecond,
accounted for.
每一纳秒,
皆有账可查。

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。

TICK-TO-TRADE — round trip— 全程闭环 HOT PATH: RUST · Δt → 0
FEEDingest
BOOKstate
SIGNALdecision
RISKgate
ROUTEdispatch
VENUEfill

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

Timestamp resolution时间戳精度
1 ns · UTC
Operations运行制度
24 × 7 × 365
Coverage覆盖矩阵
4 underlyings类底层 × 3
Execution layer执行层
unified统一归口

Sec 01 · Markets第 01 节 · 市场覆盖

Multi-asset coverage. One book. 多资产覆盖,同一本账。

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。

Underlying底层资产 Spot · Cash现货 Futures · Perps期货 · 永续 Options期权 Access接入方式
DIGITAL ASSETS数字资产 exchange-direct交易所直连
EQUITIES & ETFs权益与 ETF broker network券商网络
COMMODITIES大宗商品 listed venues场内市场
RATES & TREASURIES利率与国债 listed venues场内市场

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

Built in-house, top to bottom. 全栈自研,自上而下。

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。

System profile系统概要 ZL-SYS
Hot path热路径
Rust
Clock时钟
nanosecond timestamps, UTC-aligned纳秒时间戳,UTC 对齐
Strategies策略族
market making · arbitrage · systematic做市 · 套利 · 系统化策略
Parity一致性
one logic core: backtest ≡ production同一逻辑核:回测 ≡ 实盘
Footprint部署
exchange-adjacent, multi-region毗邻交易所,多区域
Operations运维
24/7, independently monitored24/7 运行,独立体系监控
SYSTEM LAYERS系统分层 orders flow down · data flows up订单向下 · 数据向上
EXT VENUES & BROKERS交易场所与券商 global exchanges · broker network全球交易所 · 券商网络 counterparty对手方
EXE EXECUTION订单执行 one gateway across venues and brokers一个网关贯通所有场所与券商 orders out ↑订单出 ↑
RSK RISK风险控制 layered controls, pre-trade to end-of-day分层控制,事前直至日终 gates闸门
CORE STRATEGY CORE策略逻辑核 one codebase for backtest and live回测与实盘同一套代码 RUST
DAT MARKET DATA行情数据 nanosecond capture · governed archive纳秒级采集 · 受治理的归档 data in ↓数据入 ↓
LGR LEDGER资管账本 fund-grade accounting · full traceability基金级账务 · 全程可溯源 truth真相层
OPS OBSERVABILITY可观测性 24/7 monitoring, independent failure domain24/7 监控,独立失败域 watches all全局监视

Sec 03 · Doctrine第 03 节 · 准则

Rules the system is built under. 整套系统在这些准则之下构建。

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。

R1

Single source of truth单一真相源

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。

R2

Fail fast, fail loud快速失败,响亮失败

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。

R3

Bit-verified reproducibility位级可复现

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。

R4

Pre-registered gates预登记闸门

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。

R5

Root cause only只修根因

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。

R6

The primary path yields to nothing主路径不为任何事让路

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

One channel,
read directly by the founder.
唯一渠道,
创始人亲自查阅。

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。

linkedin.com/in/yuboinsg
Principal负责人
YU BO
Base驻地
Singapore · UTC+8新加坡 · UTC+8
Channel渠道
LinkedIn, directLinkedIn 直达