
Show HN: Roq – C++ HFT on Crypto Exchanges with μs Latency - thraneh
https://roq-trading.com/docs/blogs/showhn/index.html
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thraneh
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.

