silahian/visualhft

VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.

visualhft's Issues

Throttling incoming websocket data

Problems: the UI will get stuck with so many updates.
The flow data (market) is as follows: -> HelperWebsockets (parsing market data message) -> HelperOrderBook (will generate events) -> vmOrderBook (will process it, and send it to UI)

VisualHFT uses real-time data, but the human eye does not see beyond 30 updates per second.
Market data usually got updated much faster than that, and if we keep that rate the whole system will be unresponsive.

We need to come up with a nice design to throttle the incoming data and avoid freezing the UI
Things to keep in mind:

• human eye won’t keep up past 30 updates per sec
• but we cannot just dump the data, we have historical charts that display values (and stats) for all the updates.

Website dead

https://www.visualhft.com/

responses with 504 Gateway Time-out.

Extending OrderBook UC with additional depth views

What about extending OrderBook UC with additional switchable depth views?

Code cleanup and framework integrity

I suggest to do some code cleanup and solidify to use one .NET framework. ATM there are several referenced and it's unclear what is needed and used. In the worst case it bloats installation as it might require duplicate packages for different versions.

Tasks:

• Remove unused code & imports
• Use only one .NET framework version (which one?)
• Update deprecated package requirements
• Use either PackageReference or packages.config, not both, if possible.
• Use same ToolsVersion in both *.csproj files:
  <Project ToolsVersion="Current" DefaultTargets="Build" ... "> see: here
• Move all github related assets & images to ./docs
• Move all pre-built libraries to ./libs.

Bids and Asks arrays become unsorted after some time

Noticed that after some time Bids and Asks arrays become unsoted. It appears after switching to OrderBook popup window and back.

Plugin Manager

We must improve plugin life cycle management: loading, unloading, start/stop, logging errors and able to show them from the Plugin management window.

1. Plugin Registration & Management:
   • Support versioning to handle updates and ensure compatibility.
   • Manage them by subscriptions (they could be free or paid)
   • Handle the upgrade of individual plugins
   • Plugin store: market place
2. Plugin Lifecycle:
   • Define clear lifecycle events for plugins, including initialization, activation, deactivation, and disposal.
3. Error Handling & Logging:
   • Log plugin activities in a dedicated log, aiding in debugging, performance monitoring, and ensuring traceability.

Create a Getting Started Guide

Hi Ariel,

It would be extremely helpful if you could create a basic Getting Started Guide for how to get something out of this repo. As it stands we need to find our own data feeds (or mock-up feeds) and feed that into this tool. But how to get there?

I think an example from some free or delayed demo feed (or perhaps a small demo DB with pre-populated data) would be very helpful in this case. (What were you using yourself?)

Could you write down the steps needed from cloning this repo to getting the plots/images shown in the README?

Thanks in advance,

Consider using SQLite for the database

SQLLite would allow the database to be stored as a local file and not require installation of any SQL server programs. More investigation required.

currently using Telerik Charts. Replace them with some good opensource WPF charts.

Some good alternatives

• ScottPlot
• oxyplot

How to use MS SQL Server 2019 Express with LocalDB (for demo data)

MS SQL Server 2019 Express using the LocalDB install is only 58 MB. Saving huge effort and space.

• Provide installation instructions

Create Contributing Guide

As we get more contributors it will be important to keep organized. Many open source projects have a "contributing guide" that details how to get your hard work as part of the product. I will begin working on this, based on the Microsoft dev-ops guide (https://learn.microsoft.com/en-us/devops/develop/how-microsoft-develops-devops)

Cant find 'Telerik' after rebuild all

Hey, I'm new to this but I wasn't able to find the 'Telerik' folder after rebuilt all.
I also couldn't figure it out with the help of the Getting Started Guide. Any help is appreciated 🗡️

Enhancement required for 'order flow'

Do you have a plan to add 'order flow trade' GUI?
here is an example: https://github.com/gbzenobi/CSharp-NT8-OrderFlowKit

Can't connect to coinbase

Hi, I'm new to this and not able to retrieve data from coinbase. I did all the steps and was able to build the project but when I ran the demoTradingCore it shows "++ ATENTION: COINBASE DISCONNECTED or NO DATA...". I can't find where to change the api keys if that's the issue. Please let me know what I'm doing wrong.