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.
ターミナルの見え方
このターミナルは、オーダーブック、スキャルピング用の操作系、リアルタイムチャート、マーケットウォッチを、速度に最適化した1つのワークスペースに統合します。
稼働中のトレーディングインフラ
フル機能のトレーディング端末 — ライブの板情報、執行ラダー、建玉、リアルタイムP&Lを1画面にまとめたマルチペインワークスペース
ターミナル設定
銘柄ごとに数量ティア、許容スリッページ、価格計算方式を設定できます。変更はセッションを再起動せずに即時反映されます。
銘柄の選択
接続済みのすべての取引所を横断して銘柄検索と切り替えができます。お気に入りをピン留めし、銘柄をそのままアクティブなワークスペースへ送れます。
取引ログ
約定、タイムスタンプ、売買区分、価格、数量、ステータスを備えた監査対応の注文履歴です。取引所や銘柄で絞り込み、数秒で取引内容を照合できます。
取引所接続
GateとMEXCの現物・先物市場をワンクリックで接続。APIキー、レート制限、接続状態を1画面で管理します。
背景
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.
課題
- 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
提供した成果
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.
仕組み
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.
測定可能な成果
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
技術スタック
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.
このテーマのプラットフォームページ
- MetaTrader 5 alternative for prop firms: rent another platform or own one
- ChainUp alternative: what the licence lets you own, and what the alternatives change
- Match-Trader alternatives: what each tier controls and when to own the platform
- HollaEx alternatives: revenue share, self-hosting and when to run your own exchange core