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Dear quant fellows,I have implemented an infrastructure which connects to bitmex and bitstamp for bitcoin HFT purpose in Q/KDB+.The framework is completely async. Excluding the latency from the exchange to my server, all the data processing and routing from loader into RDB/HDB/HDB writer only consumes 1 ms.I also possesses a Quantitative framework written in Q (99% pure Q) for research which can be used for this purpose.If any of the cryptofund is interested, please contact me and I will show you a demo.Thanks,David
Dear quant fellows,
I have implemented an infrastructure which connects to bitmex and bitstamp for bitcoin HFT purpose in Q/KDB+.
The framework is completely async. Excluding the latency from the exchange to my server, all the data processing and routing from loader into RDB/HDB/HDB writer only consumes 1 ms.
I also possesses a Quantitative framework written in Q (99% pure Q) for research which can be used for this purpose.
If any of the cryptofund is interested, please contact me and I will show you a demo.
Thanks,
David