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Show HN: Roq – C++ HFT on Crypto Exchanges with μs Latency

11 点作者 thraneh超过 5 年前

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thraneh超过 5 年前
It&#x27;s a framework supporting the whole life-cycle:<p>* Data capture (binary format, streaming, consistent)<p>* Exploratory research (InfluxDB into Jupyter)<p>* Back-testing (incl. order matching, very fast!)<p>* Live trading (suitable for HFT)<p>This framework has been designed for <i>professional traders</i> who emphasize full control, ultra low latency and a consistent back-testing framework.<p>Everything has been designed so you can own, control and deploy your own software stack.<p>Our primary focus is predictable ultra low latency during live trading.<p>We support Coinbase Pro and Deribit and we will soon add more exchanges.<p>The framework is not limited to cryptos: all interfaces are generic and have previously been tested against non-crypto exchanges.<p>We will always use the better (faster, more reliable, etc.) protocol offered by each exchange: that means FIX being strongly preferred to WebSocket. (REST is a non-starter for any kind of HFT).<p>Gateways are <i>free to use</i> during our &quot;beta&quot; testing: we will implement a license model early 2020 (allowing also private individuals to participate). <i>Everything else will remain free!</i><p>Many more details in the linked document. In particular, the minimalistic &quot;tutorial&quot; towards the end, for those of you who want to try it out.<p>I&#x27;m happy to answer any questions you may have.