I want to Open Source my trading platform

Discussion in 'Automated Trading' started by rfurlan, Oct 30, 2011.

  1. .net and C# are slow.

    Tradelink has cornered the open-source market.

    Anything that "looks nice" to a trader probably sucks for a programmer and vice-a-versa.

    If your platform is similar to the others why re-invent the wheel? Why not just use or improve on the others out there?
     
    #11     Nov 15, 2011
  2. .NET and C# are slower than C++ but I doubt this is a bottleneck for most people. Much of the latency is likely to be in the connection anyway.
     
    #12     Nov 16, 2011
  3. I agree - but C# and .NET can't handle UDP data so that's a big difference.
     
    #13     Nov 16, 2011
  4. #14     Nov 16, 2011
  5. "It would be nice to have a GUI-less framework in .NET that encourages users to write plug-ins (data feeds, broker interfaces, storage, etc.)"

    This is the core of tradelink (connectors+appkit).

    We have several applications built using this core which is useful to non-programmers, those getting started, and those wanting working examples they can adopt to their own GUIs or integrate with other frameworks they may use.
     
    #15     Jan 2, 2012
  6. I will clarify for you: with regards to the products being discussed in this thread and afaik all open-source platforms as of 1/1/12.

    You can always build your own data handler in .net or C# and report back to us on how it went... Pretty sure you'll be willing to generalize like I did as well.
     
    #16     Jan 2, 2012
  7. olroman

    olroman

    Have you decided to continue?
     
    #17     Feb 4, 2012
  8. schemer

    schemer

    It depends on your needs. For most use cases, .NET will be fine. I use .NET in my day job (not trading) processing real-time data (on the order of 100s of events per second), and find the performance good enough. Especially with multicore processors, raw performance is not as important as the ability it write robust code that can utilize all the cores.

    If you are really that concerned about network performance, you will be running on a specialized FPGA core that is handling the network traffic. The performance difference between native C/C++ and .NET is not big enough to worry about in order to squeeze out a few more CPU cycles. At least not for the needs of most traders.
     
    #18     Feb 6, 2012