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Building a Forex Trading Platform Using Kafka, Storm and Cassandra

139 pointsby jecs321over 10 years ago

10 comments

fxthrowawayover 10 years ago
This is a somewhat related question about MetaTrader, which is the most popular FX platform.<p>It could be considered paranoid and jingoistic, so I apologize in advance to all the great Russian hackers out there.<p>Does anyone know anything about MetaQuotes (the maker of MetaTrader)? They&#x27;re a trusted solution provider to many of the biggest banks in the world, and yet in my experience it&#x27;s difficult to find anything about them online (the company, not the software).<p>I know it&#x27;s a broad stereotype, but many Russian companies don&#x27;t have the best reputations when it comes to business ethics. It&#x27;s an open secret that many of the top oligarchs formed more or less a kleptocracy with the Putin administration, and that the rule of law is pretty shoddy when it comes to Western companies or individuals seeking justice.<p>Traders all over the world plug in their algorithms in plain text right into MetaTrader. Realistically, do they have anything to worry about, or am I being completely paranoid?<p>I don&#x27;t mean to disparage MetaQuotes. As I said, I don&#x27;t know anything about them, and they partner with big financial institutions all over the world. Many of these companies provide customized versions of MetaTrader, so I would imagine they might have access to some or all of the MetaTrader source code. I guess I&#x27;m just looking to be reassured.<p>What steps could a trader take on any platform in order to reduce exposure to potential bad actors? Is using an API from a broker the only solution?<p>Anyway, again my apologies if I offended anyone.<p>Update: their Wikipedia page has a few more articles on them than I remembered. Also, technically they are registered in Cyprus, but were founded in and are primarily based in Russia. Still, I&#x27;d love to hear people&#x27;s thoughts on this issue:<p><a href="http://en.wikipedia.org/wiki/MetaQuotes_Software" rel="nofollow">http:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;MetaQuotes_Software</a>
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pasover 10 years ago
&gt; It is a truly global marketplace that only sleeps on weekends.<p>Sure, there are 4 trillion reasons why this is enough and yes, I know it&#x27;s very much about traders themselves, and that if there were an incentive to change it probably would change pretty fast, but anything that stops on the weekend seems very silly in the 21st century. (Even EVE Online&#x27;s daily downtime is a bit ridiculous.)
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fasteoover 10 years ago
I am no expert in forex platforms, but this statement seems a bit off:<p>&quot;individual investors only have a few simple tools at their disposal, e.g., Meta Trader or Ninja Trader&quot;<p>Both meta trader and Ninja trader have powerful event-based scripting languages (MQL5 [1] and NinjaScript [2]) with a solid library of charts, strategies, indicators and order execution. More than that, they have a huge community providing all kinds of services around those platforms[3][4]<p>Other than that, Wolf seems like a nice piece of software.<p>[1] <a href="http://www.mql5.com/en/docs" rel="nofollow">http:&#x2F;&#x2F;www.mql5.com&#x2F;en&#x2F;docs</a><p>[2] <a href="http://www.ninjatrader.com/support/helpGuides/nt7/" rel="nofollow">http:&#x2F;&#x2F;www.ninjatrader.com&#x2F;support&#x2F;helpGuides&#x2F;nt7&#x2F;</a><p>[3] <a href="http://www.mql5.com/en/signals/mt5" rel="nofollow">http:&#x2F;&#x2F;www.mql5.com&#x2F;en&#x2F;signals&#x2F;mt5</a><p>[4] <a href="http://www.metatrader5.com/en/automated-trading/mql5market" rel="nofollow">http:&#x2F;&#x2F;www.metatrader5.com&#x2F;en&#x2F;automated-trading&#x2F;mql5market</a>
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genericacctover 10 years ago
i fail to see the point in using hadoop if your universe is limited to foreign exchange... you can probably fit all ticks of all pairs in existence since the 70s in less than a TB
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yanevover 10 years ago
The library definitely deserves attention considering the fact that the current MetaTrader and NinjaTrader platforms are like dinosaurs, they feel very old. In the article you said that the stream of information is essential to the operation of Wolf. I also think that this is the fundamental part of a forex platform - the data should be accurate because you have to validate the forex strategy as much as you can during the backtesting phase. Have you considered replacing the current data provider (HistData.com) with something better? Actually we are on the same track because I am also implementing a forex trading platform and I have experienced a lot of problems just because the HistData database is not accurate enough for backtesting - it has a lot of empty records, sometimes a whole day of tick data can be missing.
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itaifrenkelover 10 years ago
Were you actually able to get 1ms latency from Kafka? How long does it take an event to enter then exit Kafka?
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scottlocklinover 10 years ago
&quot;The foreign exchange market, or forex, is the biggest and the most liquid exchange service in the world with over $4 trillion worth of trades made every day.&quot;<p>Yes, and you are shut out of that market unless you&#x27;re on the interbank (which generally means you are an actual bank). Retail forex &quot;markets&quot; are bucket shops that get first look at all their customer bids. The actual forex market is OTC.<p><a href="http://www.ecnforex.co.uk/interbank-forex-markets-explained/" rel="nofollow">http:&#x2F;&#x2F;www.ecnforex.co.uk&#x2F;interbank-forex-markets-explained&#x2F;</a><p>Trading retail forex is a mug&#x27;s game.
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mattfrommarsover 10 years ago
Anyone know how I can run this? I was into FOREX few months back and this tool looks very interestnig. I need to exchange large sum and want the most of the volatile FOREX market.
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sorincosover 10 years ago
Because running a trading algorithm on a non-idempotent stack is such a good idea.
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badnameover 10 years ago
Yes. Because that&#x27;s what was missing in this world. Yet another foreign exchange lottery platform for the rich kids to gamble around.<p>Edit: Oh boy - the all-I-wanna-be-is-rich egotistical nerds downvoted me. My soul is crushed.