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.
终端是什么样子
终端把订单簿、剥头皮操作、实时图表和市场行情整合到一个为速度优化的工作区里。
运行中的交易基础设施
完整交易终端 — 多窗格工作区，含实时订单簿、执行阶梯、持仓与实时盈亏
终端设置
为每个交易品种配置成交量档位、滑点容忍度和价格计算方式。改动实时生效，无需重启会话。
标的选择
在所有已接入的交易场所中搜索品种并切换代码。收藏常用品种，并把代码直接送入当前工作区。
交易记录
可供审计的订单历史，包含成交、时间戳、买卖方向、价格、数量和状态。按交易场所或代码筛选，几秒内完成对账。
交易所连接
Gate和MEXC的现货与合约场所一键接入。API密钥、限频和连接状态在同一个面板中管理。
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.
挑战
- 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
我们交付了什么
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.
工作原理
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.
可衡量的成果
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
技术栈
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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