VisualHFT

OTR spikes, then above-normal mid volatility: 69.8% of the time on held-out symbols. Random moments: 49.9%. A churning book warns you about the next 10 seconds, and VisualHFT Terminal shows the risk before the quotes start to fly. #visualhft

VisualHFT private beta is now open by invitation. We are inviting early users to evaluate the commercial platform against real trading workflows. The private-beta scope includes real-time tick-by-tick processing of raw, non-aggregated market data, GPU-accelerated visualization, direct multi-venue connectivity, trigger-driven alerts, session recording and replay, and the Plugin Marketplace. The launch connector set covers Binance, Bitstamp, Coinbase, Bitfinex, Kraken, Gemini, and KuCoin at Level 2. The initial live set is crypto Level 2. The plugin architecture supports proprietary data and custom connectors, while futures and equities remain on the roadmap. VisualHFT's open-source core has been public since 2019, years before this commercial beta. The Apache-2.0 repository remains active for core analytics, connectors, study plugins, and community extensibility. The public path stays open for anyone focused only on the open-source side. There are three ways to participate. Request private-beta access Visit the VisualHFT website and select Request Access if you want to evaluate the commercial platform. Join the VisualHFT Community Use the Discord link on our website to join the channels for technical discussion, support, bug reports, and product feedback. Use or contribute to the open-source core Find VisualHFT on GitHub to clone the public repository, inspect the code, open an issue, or contribute independently of the commercial beta. Request access, join the Discord, or work directly with the public repository. #visualHFT #opensource #marketmicrostructure

Open VisualHFT's public repository on GitHub and go straight to the OrderBook model in the Commons library. That one class reconstructs a full limit order book from raw exchange messages. It's the real reconstruction code, not a description of it, and it's public right now. It's not the only real piece in there. The SDK-MarketConnectorTemplate folder is the scaffold every new VisualHFT market connector is actually built from. TriggerEngine, our trigger and alerting engine, sits in the same public tree. License: Apache-2.0, public since 2022. No copyleft, no obligation to open-source what you build on top, includes a patent grant. Maintenance: 28 commits landed in that repo over the last 90 days, most recently 10 days ago. We just announced our commercial private beta. It's built on top of this same core, and the beta doesn't wall any of this off. The public repo stays exactly as open as it was before. The three-slide breakdown of what stays public, and why, is attached. Or skip the slides and just read the OrderBook model itself. #visualHFT #opensource #orderbook #electronictrading

A large trade hits the book and most screens focus on the damage: the price move, the volatility spike. The more informative signal is what happens in the seconds after. How fast does the spread close back up, and how fast does the consumed depth come back? #visualHFT #marketmicrostructure #liquidity

checkout our last blog post about Cancel-to-Trade Ratio Watching Cancel-to-Trade Ratio Drift in Real Time: What Batch Reports Miss Before the Flag Arrives. - by @sisSoftware #visualHFT #electronictrading #tca #analytics