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

https://roq-trading.com/docs/blogs/showhn/index.html

by thraneh • 7 years ago

11 1 7 years ago

roq-trading.com

thraneh• 7 years ago

It's a framework supporting the whole life-cycle:

* Data capture (binary format, streaming, consistent)

* Exploratory research (InfluxDB into Jupyter)

* Back-testing (incl. order matching, very fast!)

* Live trading (suitable for HFT)

This framework has been designed for professional traders who emphasize full control, ultra low latency and a consistent back-testing framework.

Everything has been designed so you can own, control and deploy your own software stack.

Our primary focus is predictable ultra low latency during live trading.

We support Coinbase Pro and Deribit and we will soon add more exchanges.

The framework is not limited to cryptos: all interfaces are generic and have previously been tested against non-crypto exchanges.

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).

Gateways are free to use during our "beta" testing: we will implement a license model early 2020 (allowing also private individuals to participate). Everything else will remain free!

Many more details in the linked document. In particular, the minimalistic "tutorial" towards the end, for those of you who want to try it out.

I'm happy to answer any questions you may have.

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

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