STCOK MARKET USE CASE

[AMIR-mo]

POSSIBILITIES TO BUILD A STOCK MARKET REALTIME QUOTES MODULE? (to connect to various stock market web services and consume data with a UI in realtime)

[Eric Muyser]

Yes.

On Thu, Jun 9, 2011 at 7:05 PM, AMIR-mo <amirhossei...@gmail.com> wrote:

POSSIBILITIES TO BUILD A STOCK MARKET REALTIME QUOTES MODULE? (to connect to various stock market web services and consume data with a UI in realtime)

--
You received this message because you are subscribed to the Google Groups "nodejs" group.
To view this discussion on the web visit https://groups.google.com/d/msg/nodejs/-/zk2z7tE_awIJ.
To post to this group, send email to nod...@googlegroups.com.
To unsubscribe from this group, send email to nodejs+un...@googlegroups.com.
For more options, visit this group at http://groups.google.com/group/nodejs?hl=en.

[Marcel Laverdet]

YES

[Aaron Krill]

WHAT THEY SAID!

Sent from my iPhone

[Christian Sanz]

OH MAN  YES!

Chris Sanz
CTO/Co-founder

Geekli.st
@csanz

[ambert ho]

O YEAH  http://www.youtube.com/watch?v=nv5fYWy3H9Q

[Joe Developer]

WHaT?

[C M]

WHERE IS LOUDBOT WHEN YOU NEED HIM

[Bradley Meck]

Yes such a module could exist, but you would need to find a streaming source of quotes with as low latency as you want/need. The ticker isn't soo hard to create in itself, and you just need to hook up socket.io or dnode.

[Egor Egorov]

We have developed a full-featured trading platform with automated trading, local tick database storage and low-latency transfers - all with node.js exclusively with a few pieces of C++ code (mainly, APIs for brokers).

So yes, it is possible. 

[Chris Dew]

Hi Egor,

I was wondering if you could expand on your comment.

Do you find that NodeJS can sufficiently/successfully compete with C++
for latency?
What sort of latencies do you get between new information arriving and
an instruction to trade being sent?
Do you have Javascript trading algorithms?
Do you experience any garbage collection delays?

Regards,

Chris.

[Egor Egorov]

You should note that we are not doing classic HFT.  Yes we need to open position immediately (milliseconds) after the signal comes, but it's still not the HFT where you generate hundreds of bids/asks per second. However I think that HFT is still possible with Node.js.

Do you find that NodeJS can sufficiently/successfully compete with C++
for latency?

Absolutely. 

 

What sort of latencies do you get between new information arriving and
an instruction to trade being sent?

We didn't measured that as it is not critical for our trading strategies. But I would estimate that it is less than a millisecond. 

 

Do you have Javascript trading algorithms?

Yes. Only Javascript for trading algorithms and decision making. In C/C++ we only have trading APIs (to Zen-Fire, Sterling, etc) and a little bit of LZW compression:) 

 

Do you experience any garbage collection delays?

Nope. At least, not perceivable in any component of the system despite having  lots of data in memory (sometimes we are close to memory limits of V8). 

I think we better continue this discussion by email: contact me at egorfine.com. 

 

Regards,

Chris.