Trading Terminal & Mini-Exchange on Rust
We built a full trading platform development from scratch - a high-speed trading terminal with order book visualization, scalping panel, and a matching engine integrated with MOEX via FIX protocol. The system processes orders with sub-millisecond risk management checks and renders UI updates in under 5ms tick-to-trade latency.
كيف تبدو الطرفية
تجمع الطرفية بين order book وأدوات المضاربة السريعة والرسوم البيانية اللحظية ومراقبة السوق في مساحة عمل واحدة محسّنة للسرعة.
بنية التداول التحتية أثناء العمل
طرفية تداول كاملة — مساحة عمل متعددة اللوحات مع دفتر أوامر حي وسلّم تنفيذ ومراكز مفتوحة وأرباح وخسائر فورية
إعدادات الطرفية
اضبط شرائح الحجم، وحدود الانزلاق السعري، وطريقة حساب السعر لكل أداة. التغييرات تُطبَّق مباشرة دون إعادة تشغيل الجلسة.
اختيار الأداة
البحث عن الأدوات والتبديل بين الرموز عبر كل منصة متصلة. ثبّت المفضّلة ووجّه أي رمز مباشرةً إلى مساحة العمل النشطة.
سجل المعاملات
سجل أوامر جاهز للتدقيق مع التنفيذات والطوابع الزمنية والاتجاه والسعر والحجم والحالة. صفِّ حسب المنصة أو الرمز لتسوية النشاط في ثوانٍ.
اتصالات المنصات
إعداد بنقرة واحدة لأسواق Gate وMEXC الفورية والآجلة. مفاتيح API وحدود المعدل وحالة الاتصال تُدار من لوحة واحدة.
السياق
A proprietary trading firm needed a faster trading terminal and a reliable matching engine for their operations on the Moscow Exchange (MOEX). Their existing tools were too slow for scalping strategies and lacked the order management system and lifecycle control they needed.
They required a system with smart order routing that could render order book updates in single-digit milliseconds, execute pre-trade risk management checks in under 1ms, and provide a scalping-oriented interface with hotkey support and one-click order placement via exchange integration.
التحدي
- Build a terminal that outperforms existing market tools in rendering speed and order execution latency
- Integrate directly with MOEX for full order lifecycle - placement, modification, cancellation, and fill tracking
- Implement a scalping-optimized interface with order book depth visualization, hotkeys, and quick-order panels
- Process pre-trade risk checks in under 1 millisecond without blocking order flow
- Maintain 99.99% uptime during peak market hours when every millisecond matters
ما سلّمناه
Rust Matching Engine
Core matching engine development written in Rust for maximum throughput and deterministic tick-to-trade latency. Handles order matching, partial fills, and order management system with zero garbage collection pauses.
Order Book Visualization
Real-time order book (stakan) with depth visualization, bid/ask spread display, and volume heatmap. Updates render in under 5 milliseconds using wgpu/egui for GPU-accelerated rendering.
Scalping Panel
One-click order placement with configurable hotkeys (F1-F12), quick quantity selectors, instant position flattening, and real-time P&L tracking for active scalping strategies.
Pre-Trade Risk Engine
Real-time risk management checks executed in under 1ms per order - position limits, margin requirements, max order size, and daily loss limits - without blocking the smart order routing flow.
MOEX Integration
Direct exchange integration with Moscow Exchange via FIX protocol. Full order lifecycle control including placement, modification, cancellation, and fill notifications with microsecond timestamps for trading platform development.
Multi-Window Workspace
Detachable panels for order book, charts, positions, and market watch. Traders can arrange layouts across multiple monitors with state persistence between sessions.
كيف يعمل
Market Data Feed
Raw market data streams from MOEX via binary protocol. Parsed and normalized into internal format with nanosecond timestamps.
Order Book Engine
In-memory order book maintained per instrument. Supports price-time priority matching with O(1) best bid/ask lookups.
Risk Gateway
Every outgoing order passes through pre-trade risk checks. Position limits, margin, max size - all evaluated in under 1ms.
Execution & UI
Orders routed to MOEX via FIX. Fill confirmations update positions and P&L. UI re-renders in under 5ms via GPU pipeline.
نتائج قابلة للقياس
Outperforms comparable terminals in rendering and execution speed
Order book and chart updates visible to traders in under 5 milliseconds
Pre-trade checks complete before the order reaches the exchange
Including peak trading sessions and high-volatility market events
حزمة التقنيات
Need Trading Infrastructure?
We specialize in trading platform development - trading terminals, matching engine engineering, risk management systems, and exchange integration via FIX protocol. Tell us about your requirements.
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