docs

Please find below overall documentation of word press hosting solution.

Algorithmic Trading Platform

High Frequency Trading component

Low latency infrastructure

  • Software based solution In our best case scenario, without using hardware based solution for order management and market data processing, the tick-to-order in pass-through mode within our infrastructure is measured to be 1.5 μs.
  • Hardware based solution Our R&D engineers are working on providing hardware based solution which is expected to compete for tick-to-order within a range of 100-150ns. We expect working prototype in 2Q2019.

Plugin interface

Our trading platform allows relatively easy access to its full potential.

Delivered library and the API provides direct access to market data and execution engine. The entire philosophy behind the API is based on a promise and desire. Market data component promise that this is your current market while Execution engine makes the plugin desire come true in a form of orders submitted to the exchange.

Market data component

Market data component interprets exchange delivered market data. In some cases it also implies the market image if a prediction can be made accurately thus saving time, otherwise spent on waiting for a market update.

Execution engine

Execution engine can be configured per exchange, per product, per side or even per market level. There are four modes of execution engine:

  • Marksman

    It is capable of executing orders based on desire in a single shot. Typically used for sending IOC orders in reaction to related or underlying instrument move.

  • Lite

    It maintains only one layer in the market, it is most common deployment, allows to market make an instrument without extra overhead.

  • Regular

    The most feature-full mode. It can maintain n layers of orders in the market and m orders per layer with a very small performance overhead.

  • LFT - Low Frequency Trade

    Last but not the least there is an Low Frequency Trade mode, which allows communication with the exchange (submitting and maintaining orders) via TCP connection.

AI Laboratory

In order to facilitate backtesting module and discovery environment, we have built the distributed AI laboratory.

Rich API

There is API available here: https://api.venari-capital.com

  • Supporting services

    URI SERVICE DESCRIPTION
    /instruments INSTRUMENTS access to supported instruments
    /accounts ACCOUNTS access to configured accounts
    /positions POSITIONS access to position entries
    /traders TRADERS access to trader id management

  • Functional services

    URI SERVICE DESCRIPTION
    /heimdall HEIMDALL authentication service
    /hemrod HEMROD trade sink, position management and trade management service
    /mimir MIMIR historical market data service
    /alvis ALVIS realtime risk management service
    /tyr TYR order routing service
    /vanir VANIR simulation environment service