3 ms·
Most exchanges support real-time Websocket and some even FIX protocol. Even HTTP-only for order entry is doable with advanced HTTP client frameworks (I use Akka
by atemerev 10y ago
Most exchanges support real-time Websocket and some even FIX protocol. Even HTTP-only for order entry is doable with advanced HTTP client frameworks (I use Akka-http).
HFT is when you are faster than most other traders. ;)
- BrandonBradley 10y agoI saw your other top-level comment as well. Are you using Akka Websockets to interface with exchanges as well? Would love to share. See: https://github.com/blbradley/kafka-cryptocoin https://github.com/blbradley/kafka-cryptocoin
- atemerev 10y agoLooks nice! My own code is much messier (currently rewriting with akka-streams). Yes, I'm using WS client from akka-http. Liked how you pattern match directly on JSON messages, I should di it more. :)
- BrandonBradley 10y agoThanks! Feel free to continue the conversation through my listed GitHub e-mail.
- minimax 10y agoAre any of them doing multicast market data yet?
- atemerev 10y agoUsually, multicast market data is used within a single local network (single optical cross-connect / multiple consumers). Even in professional environment, it is not yet necessary for Bitcoin and other cryptocurrencies, as the amount of trading instruments is small (compared to e.g. US equities). There are institutional-grade solutions (cross-connect, colocation in NY4, FIX feeds / order placement), available e.g. from Gemini (https://gemini.com https://gemini.com), however, I am not sure that current overall Bitcoin trading volume is enough to warrant this. Both one-time setup and monthly fees for direct links are significant.