VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
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VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
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VisualHFT is a state-of-the-art GUI platform engineered for sophisticated market analysis, emphasizing the real-time visualization of market microstructure. It is specifically designed to cater to the needs of both developers and traders seeking a deeper understanding of market dynamics.
Developed using WPF & C#, VisualHFT stands out for its ability to vividly display critical trading metrics such as Limit Order Book movements, transaction latencies, and execution quality. These features provide users with an unparalleled view into the intricacies of market behavior, aiding in strategic decision-making.
The platform's strength lies in its modular architecture, which allows for a high degree of customization through plugins. This flexibility makes VisualHFT an ideal solution for creating tailored market analysis tools that can adapt to various trading strategies and requirements.
VisualHFT not only delivers powerful analytics but also focuses on user accessibility. Its intuitive interface is designed to make complex data understandable, enabling users to quickly interpret and act on market insights.
Whether for monitoring trading performance, analyzing algorithmic strategies, or gaining comprehensive market insights, VisualHFT equips users with the tools necessary for a refined and informed trading experience.
I’ve been building high-frequency trading software for the past 10 years. Primarily using C++, for the core system, which always runs in a collocated server next to the exchange.
I'm a passionate software engineer with a deep interest in the world of electronic trading. With extensive experience in the field, I have developed a keen understanding of the complexities and challenges that traders face in today's fast-paced, high-frequency trading environment.
My journey in electronic trading began with my work at a proprietary trading firm, where I was involved in developing and optimizing high-frequency trading systems. This experience gave me a firsthand look at the need for tools that provide real-time insights into trading operations, leading to the creation of VisualHFT.
In addition to my work in electronic trading, I have a broad background in software development, with skills in a range of programming languages and technologies. I am always eager to learn and explore new areas, and I believe in the power of open-source software to drive innovation and collaboration.
Through VisualHFT, I hope to contribute to the trading community and provide a valuable tool for traders and developers alike. I welcome feedback and contributions to the project and look forward to seeing how it evolves with the input of the community.
The inception of VisualHFT was driven by a need for transparency and control in high-frequency trading operations. As the core high-frequency trading system operates in a collocated server with minimal human interaction, it was crucial to develop a mechanism that could provide real-time insights into the system's operations.
VisualHFT was designed as a visualization dashboard to fulfill this need. It provides a real-time view of the trading system's operations, including the volume and nature of orders being sent, the state of the market, and the ability to control some strategy parameters.
The goal was to create a tool that could offer a quick, comprehensive snapshot of what was happening in the trading system at any given moment. This allowed for more informed decision-making and improved operational control, even in a high-speed, automated trading environment.
Over time, VisualHFT has evolved to support a broader range of trading operations, not just high-frequency trading. However, its core purpose remains the same: to provide a clear, real-time view of trading operations, enabling users to make informed decisions and maintain control over their trading strategies.
VisualHFT is architecturally designed with a modular and extensible framework, making it an ideal solution for enterprise-level systems that rely on diverse data sources. Whether your infrastructure leverages sophisticated messaging systems like Kafka, RabbitMQ, the FIX protocol via QuickFIX, or any other advanced data transmission method, VisualHFT stands ready to assimilate and visualize the data with precision. It's pertinent to note that, in this modular integration mode, the primary focus is on the visualization of market data.
The decision to open-source VisualHFT was driven by a desire to contribute to the broader trading community and to foster innovation in the field of high-frequency trading.
Having worked extensively in the realm of electronic trading, I recognized the need for a tool that could provide real-time insights into the operations of a high-frequency trading system. While the core trading system operates with minimal human interaction, having a clear, real-time view of its operations is crucial for informed decision-making and effective control.
VisualHFT was developed to meet this need. However, I realized that its potential could be greatly amplified if it were open to the broader community. By open-sourcing VisualHFT, I aimed to provide a valuable resource for other traders and developers, enabling them to understand better and navigate the complex world of high-frequency trading.
Moreover, I believe that innovation thrives in a collaborative environment. By making VisualHFT open-source, I hope to encourage others to contribute their ideas and improvements, driving the project forward and ensuring it continues to evolve in line with the needs of the trading community.
If you are interested in reporting/fixing issues and contributing directly to the code base, please see CONTRIBUTING.md for more information on what we're looking for and how to get started.
Important: We will not accept any changes to any of the existing input json message format. This is fixed and cannot be changed. The main reason for this is that we can break all existing installations of this system. Unless there is a “very strong” case that needs to be addressed, and all the community agrees upon that. However, we could accept having new json messages, to be parsed and processed accordingly, without breaking any of the existing ones.*
For project questions use the repository’s forums or any of my social media profiles. Twitter | LinkedIn | Forums
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