Priorities may change at any time.

Current Work

  • FIX bridge

    • Support full market depth.

    • Support full FIX 4.4 order state change (ClOrdID / OrigClOrdID).

    • This is required to integrate with 3rd party trading platforms.

    • This is joint effort with a client to support the algorithmic trading efforts.

  • Better rate-limit management

    • Some gateways use polling and need better monitoring to detect if a rate-limiter is about to kick in.

    • Gateways must be able to block order actions if the rate-limiter has been activated. The reason is that an account could otherwise be banned.

Future Work

  • Improvements to native simulation framework.

  • Client support to automatically switch from replay (event-logs) to live feed (gateways).

  • Review ClickHouse schema to support compression.

  • Review ClickHouse schema to better third-party simulation frameworks.

  • More gateways.