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.
À quoi ressemble le terminal
Le terminal réunit un carnet d'ordres, des contrôles de scalping, des graphiques en temps réel et un Market Watch dans un espace de travail unique optimisé pour la vitesse.
L'infrastructure de trading en action
Terminal de trading complet — espace de travail multi-panneaux avec carnet d'ordres en direct, échelle d'exécution, positions ouvertes et P&L en temps réel
Paramètres du terminal
Configurez les paliers de volume, la tolérance au slippage et la méthode de calcul du prix pour chaque instrument. Les changements s'appliquent en direct, sans redémarrer la session.
Sélection du ticker
Recherche d'instruments et changement de symbole sur toutes les places connectées. Épinglez vos favoris et envoyez un symbole directement dans l'espace de travail actif.
Journal des transactions
Historique des ordres prêt pour l'audit : exécutions, horodatages, sens, prix, taille et statut. Filtrez par place de marché ou par symbole pour rapprocher l'activité en quelques secondes.
Connexions aux exchanges
Configuration en un clic pour les marchés spot et futures de Gate et MEXC. Clés API, limites de débit et état des connexions gérés depuis une seule interface.
Le contexte
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.
Le défi
- 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
Ce que nous avons livré
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.
Comment ça marche
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.
Résultats mesurables
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
Stack technologique
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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