Lunary is a high-performance ITCH (NASDAQ TotalView-ITCH) parser built by Lunyn to address limitations in traditional market data infrastructure through optimized parsing for low-latency, high-reliability features. Even on scalar-only hardware without SIMD support, Lunary reliably processes millions of messages across modes like adaptive batching and parallel processing.
cargo build --release
./target/release/itch-bench /path/to/itchAGPL - GNU Affero General Public License