TradeSharp

TradeSharp is an automated trading platform. TradeSharp is primarily being used by Aurora Solutions to deliver custom projects and solutions on top of the infrastructure. TradeSharp is also available to individuals and firms that want to develop their own strategies and systems using the framework.

Need

Working in the world of automated trading, we often felt the need for a system that offered a common interface to retrieve data and execute trades from a host of venues and protocols. We felt that the strategy development layer should be totally independent of which venues a system is connecting to. There was also a real lack of tools that provided a cost-effective solution to optimize your algos on historical data using Genetic Optimization which is often done through specialized analysis tools like Matlab and R. Our idea was that if all this could be packaged in one system that had different specialized components and could work in a distributed environment, then this could add real value.

Solution

Working on these lines we built TradeSharp with a totally service oriented architecture in mind based on different components. Each component runs as it's own resident service or a front-end process and inter-component communication is achieved using Messaging Queues. We incorporated an altered version of the aForge library to introduce genetic optimization of algos on historical data. We have been able to use TradeSharp in a variety of client projects ranging from real time trade executions; market data gathering and analysis and strategy optimization projects.

Technologies Used

  • - C#
  • - WPF With MVVM
  • - Disruptor Pattern
  • - Messaging Queues (ZMQ and RabbitMQ)
  • - aForge.Net

About TradeSharp

TradeSharp is an an end to end automated trading system designed to work with a variety of markets and asset classes. We have laid the foundations of TradeSharp with flexibility in mind; flexibility to work with different APIs and financial protocols; flexibility to adapt to new realms in the world of finance. The capability of powerful analysis and real time trading using a single source helps save the traders save time and resources of building two separate systems

More Information

[email protected]