Features
Framework (The Kernel)
- Fully Event Driven and Multi-Threaded
- Activation framework with isolation capabilities allowing to adjust SecurityLevel/LatencyCost ratio to a particular situation/need
- All in one in default AppDomain
- Split within separate AppDomains,
- Split within separate local Processes (IPC communications)
- Split using remote Processes (TCP communications)
- Split using a mix of all previous techniques
- Applications are designed using an UI, the way you distribute or not components is not decided in the code but at design time
- Extensible (Application, Service and Plugins are easy to write or extend)
- Everything is held in database (Application graphs, Code Assemblies, Configurations, ... )
- Local installation is just 1 executable, 1 dll and 1 config file, anything else is loaded on the fly from database (easy to start on another machine in no time)
- Everything can be controlled using the same executable, command line support for several functions (deployment of assemblies in base, launching an application, executing a batch file, etc ...)
- Some base UIs (Virtual Grid with blinking cells, Root form with auto generated windows list and tray icon, etc ...)
Framework.Forge (Connectivity and Business components)
- Full featured Feed pipeline. With pluggable protocols/systems. Simple interfaces to be extensible.
- Supports European like markets updates (book events oriented)
- Supports American like markets updates (level II quote events oriented), with a transparent Book Builder taking in charge the emission of book events
- Supports maket fields (vwap, open, close, etc ... )
- Full featured Order pipeline. With pluggable protocols/systems. Simple interfaces to be extensible.
- Send, Cancel, Modify supported
- Enriched instrumentation for exposures, order tracking, fees tracking
- Normalized cimematic mappings
- Full featured Dictionary service to store (typed) Instruments. Each Instrument can have different Virtual/Test/Production Wirings (Feed and Order)
- Typed financial instruments support (a option has a strike and maturity, an equity has a sector, etc ... No misleading fields inside your instrument)
- Wiring of financial instruments to any feed plugin and order plugin. 3 separates wirings (Production/Test/Virtual) possible for the same instrument code
- Full featured Strategy Engine with easy to write strategy plugins. Simple interfaces to be extensible.
- Supports simples strategies (example: trading an asset against another, that is, old times pair trading)
- Supports clustered strategies (example: a model made of several pair trading strategies, with the capacity to control and act on the aggregate as a whole and/or using sub components events)
- Some illustrative strategies are given for the sake of demonstration (don't expect to make money with them though, you'll have to work a bit for that !)
- A set of UIs to control strategies, manual trading, dictionary, etc ...
Framework.Forge.Plugins
- A set of FIX plugins for Feed and Order, using QuickFIX C# wrappers. Certified with Ullink UL Bridge and UL Flow. Makes Open Trader ready to shoot more than 260 destinations
- A set of MBT Feed plugins to connect to their platform (both Quote API and Navigator SDK). The MBT FIX plugin is on the way
- A Virtual Execution plugin with slipage and hit ratio simulator. Particularly accurate to reproduce real market behavior. Useful for stat arb and algorithms working on small sizes at best limit