[{"data":1,"prerenderedAt":707},["ShallowReactive",2],{"project-5550930":3},{"id":4,"name":5,"line":6,"line_source":7,"title":8,"url":9,"domain":10,"maker":11,"posted_at":12,"year":13,"points":14,"comments":15,"rank_in_year":16,"shown_in_year":17,"top":18,"tier":19,"category":20,"subcategory":21,"format":22,"keywords":23,"reception":27,"sentiment":28,"stance_mix":29,"scored_comments":34,"aspects":35,"strip":45,"post_text":48,"what":49,"said":98,"maker_in_thread":174,"shape":187,"grid":192,"attempts":669,"same_week":670,"maker_shows":32,"maker_hidden":699,"reader_version":700,"card":701},"5550930","Scarce Capital HFT","I'm building an open-source, high-frequency trading system","title","Show HN: I'm building an open-source, high-frequency trading system","http:\u002F\u002Fscarcecapital.com\u002Fhft","scarcecapital.com","zygomega",1366026877,2013,301,190,32,1739,2,"legend","finance_crypto","algorithmic trading","other",[21,24,25,26],"haskell","open source trading","market data feed","mixed",0.027,{"positive":30,"neutral":31,"mixed":32,"critical":33},20,33,1,16,70,{"idea":36,"performance":39,"design":41,"docs":43,"execution":44},{"positive":37,"critical":38},7,8,{"positive":18,"critical":40},5,{"positive":18,"critical":42},0,{"positive":32,"critical":42},{"positive":32,"critical":42},[46,42,18,40,42,46,42,40,46,32,46,40,32,42,42,46,32,32,46,42,42,46,40,40,46,40,46,47,40,46,32,32,42,40,32,32,40,46,32,18],3,4,null,{"problem":50,"audience":48,"pricing":48,"motivation":57,"time_to_build":48,"stack":66,"openness":95,"stage":96,"team_size":97},{"value":51,"source":52,"evidence":53},"Autonomous trading that processes market event streams more robustly and faster than slower players","maker",[54],{"id":55,"by":11,"text":56},"5551075","Speed is only one issue with autonomous algorithm design. Yes, the speed thing grabs the headlines but the boiler-plate objective is to front-run the slower players. There's a…",{"value":58,"source":52,"evidence":59},"Open-source approach can compete with closed finance industry; interesting multidisciplinary problem; escape from the industry",[60,63],{"id":61,"by":11,"text":62},"5551051","No, I'm already in the finance industry. There are two main reasons I'm doing this: - I think the finance industry is very closed when it comes to intellectual property…",{"id":64,"by":11,"text":65},"5552725","I've been in the industry for too long (though not in low-latency) - I'm doing this to break out of the industry! And I think the finance game is long overdue for a good…",[67,76,85,89],{"value":68,"source":52,"evidence":69},"Haskell",[70,73],{"id":71,"by":11,"text":72},"5551115","I thought so too for a long while, then I tried to do a touch of concurrent code in c++ and had to gouge my eyes out. I'm excited about the speed up haskell brings to…",{"id":74,"by":11,"text":75},"5551549","I wish I could get down to nano units. iqfeed (a good value feed) just got millisecs in so will settle for that. I'm preparing some speed tests between C++ and haskell on an…",{"value":77,"source":52,"evidence":78},"R",[79,82],{"id":80,"by":11,"text":81},"5551259","Yes, I am aware of that trend and considering a switch. I'm personally more used to R is all, but if I found collaborators I'd jump to where the code base goes. The only other…",{"id":83,"by":11,"text":84},"5551423","I see the research as production. There's an autonomous system processing the event stream and deciding on trades that's hands free. I see that as a haskell codebase with C…",{"value":86,"source":52,"evidence":87},"C",[88],{"id":83,"by":11,"text":84},{"value":90,"source":52,"evidence":91},"Julia (considered)",[92],{"id":93,"by":11,"text":94},"5551773","yes. Julia looks like a quality language but suffers the usual new kid on teh block hassles - very few packages so you have to spend too long rolling your own.","open_source","prototype","unknown",{"praise":99,"objections":119,"requests":139,"questions":151,"alternatives":156},[100,112],{"value":101,"source":102,"evidence":103},"Interesting Haskell choice","commenter",[104,108],{"id":105,"by":106,"text":107},"5551641","rags_123","+1 for using Haskell.",{"id":109,"by":110,"text":111},"5551093","nazka","I am curious about this project because I love this subject. However, it is impossible to build an open source HFT system especially because it will be open source. The other…",{"value":113,"source":102,"evidence":114},"Useful points on system design",[115],{"id":116,"by":117,"text":118},"5551924","kasey_junk","This is a nice little research project, and I hope you learn a lot from it. Having written algorithmic trading systems I think you are missing on a couple of central points: 1.…",[120,124,131],{"value":121,"source":102,"evidence":122},"Open source trading code lets rivals front-run it",[123],{"id":109,"by":110,"text":111},{"value":125,"source":102,"evidence":126},"HFT is harmful to markets",[127],{"id":128,"by":129,"text":130},"5550993","white_devil","Are you trying to get hired by the financial industry, or is there some other reason for doing this? As you may well be aware, HFT is a scourge on the world's economy, and it's a…",{"value":132,"source":102,"evidence":133},"Speed needs co-location and FPGA hardware",[134,135],{"id":109,"by":110,"text":111},{"id":136,"by":137,"text":138},"5551010","cmdkeen","I'm curious about the \"best trading platform\" claim - what is going to make it better than any other? Especially as the real High Frequency Traders are busy spending fortunes on…",[140],{"value":141,"source":102,"evidence":142},"Use Python or Haskell instead of R",[143,147],{"id":144,"by":145,"text":146},"5551222","boothead","Have you considered python for the research\u002Falgo side of things? I work in a hedge fund in London at the moment and there's a massive shift away from R towards python in the…",{"id":148,"by":149,"text":150},"5551106","conformal","you're doing it wrong: haskell is too slow.",[152],{"value":153,"source":102,"evidence":154},"What makes it better than other platforms?",[155],{"id":136,"by":137,"text":138},[157,161,167],{"value":158,"source":102,"evidence":159},"Zipline (Quantopian)",[160],{"id":144,"by":145,"text":146},{"value":162,"source":52,"evidence":163},"Marketcetera",[164],{"id":165,"by":11,"text":166},"5555968","Not having to register and login is one immediate differentiator. Marketcetera is a big, big code base - I think our ambitions are more focused.",{"value":168,"source":102,"evidence":169},"IBrokers R package",[170],{"id":171,"by":172,"text":173},"5551084","cr1t1calh1t","Check out IBrokers: http:\u002F\u002Fcran.r-project.org\u002Fweb\u002Fpackages\u002FIBrokers\u002Findex.html It'll get you up and running with IB in no time.",{"comments":175,"answered":176,"key":177},45,19,[178,181,184],{"id":179,"text":180},"5552636","Yes, but the concurrency has been shifted to the two disruptors at either end of the business process logic. And I suspect the business logic is fairly simple and lends itself to…",{"id":182,"text":183},"5552771","Yep, I've poured over the technology and concepts there and its awesome. So awesome I think you can increase complexity without too much of a latency penalty. Just behind the…",{"id":185,"text":186},"5552557","Thanks Kasey, I'm probably thinking of algos more generally and generically. For example, whatever the class of trades, I think that what you are doing is making a stochastic…",{"commenters":188,"max_depth":189,"maker_replies":175,"first_comment_mins":190,"lifespan_hours":191},76,10,18,150,[193,195,199,203,204,206,207,209,212,213,215,219,221,223,226,230,232,235,238,240,243,245,248,251,253,254,256,258,260,262,264,266,269,271,274,278,281,283,286,289,291,294,297,301,304,307,309,311,313,316,320,324,327,329,331,333,336,338,341,343,346,348,350,352,354,357,360,362,364,366,369,371,372,375,379,382,384,386,389,392,394,396,399,401,404,408,411,414,417,419,422,425,427,429,432,434,436,438,440,442,444,446,448,451,452,453,455,457,459,461,463,467,469,473,475,477,479,481,484,486,488,491,493,496,499,501,503,505,508,511,513,515,517,521,522,525,527,530,532,534,536,538,540,542,546,550,551,553,557,559,561,565,569,571,573,574,576,579,583,584,587,590,592,595,597,601,603,606,609,612,614,618,622,626,628,630,634,636,640,642,646,648,650,651,653,656,659,662,664,666],[116,42,46,194,117,42],"maker\u002Fmixed\u002Fidea",[196,42,42,197,198,42],"5552298","commenter\u002Fneutral\u002Fidea","bink-lynch",[200,42,42,201,202,42],"5552422","commenter\u002Fneutral\u002Fperformance","windust",[179,42,42,197,11,32],[205,42,42,197,117,42],"5552684",[182,42,42,197,11,32],[208,42,42,201,117,42],"5552848",[210,42,42,211,117,42],"5552660","other\u002Fneutral\u002Fnone",[185,42,42,197,11,32],[109,32,32,214,110,42],"project\u002Fcritical\u002Fidea",[216,32,46,217,218,42],"5551103","project\u002Fneutral\u002Fidea","olalonde",[220,32,46,217,149,42],"5551124",[222,32,42,217,11,32],"5551152",[224,32,46,225,110,42],"5551575","project\u002Fneutral\u002Fperformance",[227,32,40,228,229,42],"5551612","project\u002Fpositive\u002Fidea","VLM",[231,32,42,217,11,32],"5551840",[233,32,42,234,202,42],"5552446","commenter\u002Fpositive\u002Fidea",[236,32,42,234,237,42],"5553218","fnordfnordfnord",[239,32,42,197,11,32],"5551140",[241,32,42,197,242,42],"5551438","danielhughes",[244,32,42,197,11,32],"5551587",[246,32,42,247,145,42],"5551757","commenter\u002Fneutral\u002Fnone",[249,32,42,247,250,42],"5551408","j_s",[144,18,46,252,145,42],"maker\u002Fneutral\u002Fidea",[80,18,42,217,11,32],[255,18,46,252,145,42],"5551360",[83,18,42,257,11,32],"project\u002Fneutral\u002Fdesign",[259,18,46,257,145,42],"5551552",[261,18,42,257,11,32],"5551792",[263,18,42,211,145,42],"5551453",[265,18,42,247,11,32],"5551487",[267,18,42,211,268,42],"5551643","jmandzik",[270,18,42,211,145,42],"5552110",[272,18,42,211,273,42],"5554242","tmzt",[275,18,40,276,277,42],"5551554","maker\u002Fpositive\u002Fidea","fawce",[279,18,40,280,145,42],"5551724","project\u002Fpositive\u002Fdesign",[282,18,42,247,11,32],"5551748",[284,18,40,280,285,42],"5561674","skebanga",[287,18,46,217,288,42],"5551672","pygy_",[93,18,42,290,11,32],"project\u002Fcritical\u002Fnone",[292,18,46,293,288,42],"5552139","maker\u002Fneutral\u002Fnone",[295,18,42,296,11,32],"5555756","project\u002Fneutral\u002Fnone",[298,18,32,299,300,42],"5554049","project\u002Fcritical\u002Fperformance","carterschonwald",[302,18,42,303,288,42],"5558222","other\u002Fneutral\u002Fperformance",[305,18,42,303,306,42],"5559762","StefanKarpinski",[308,18,42,247,300,42],"5560042",[310,18,42,247,306,42],"5560726",[312,18,42,247,300,42],"5585638",[314,18,42,315,11,32],"5560761","other\u002Fpositive\u002Fdocs",[317,18,42,318,319,42],"5560706","other\u002Fneutral\u002Fdesign","JeffBezanson",[321,18,46,322,323,42],"5551287","maker\u002Fneutral\u002Fperformance","wikiburner",[325,18,46,225,326,42],"5551344","aidos",[328,18,46,217,145,42],"5551354",[330,18,42,217,11,32],"5551475",[332,18,42,211,145,42],"5552142",[334,18,40,276,335,42],"5554095","freyrs3",[337,18,42,211,11,32],"5555778",[339,18,46,296,340,42],"5552999","chicagobob",[128,46,32,342,129,42],"maker\u002Fcritical\u002Fidea",[344,46,42,345,137,42],"5551007","other\u002Fneutral\u002Fidea",[347,46,42,247,129,42],"5551065",[349,46,42,247,137,42],"5551102",[351,46,42,247,129,42],"5551180",[353,46,42,247,137,42],"5551247",[355,46,42,247,356,42],"5551375","TheCoelacanth",[358,46,42,247,359,42],"5551801","tome",[361,46,42,211,11,32],"5551194",[363,46,42,211,11,32],"5551098",[365,46,42,247,137,42],"5551171",[367,46,42,211,368,42],"5556242","ycombobreaker",[370,46,42,211,11,32],"5560876",[61,46,42,228,11,32],[373,46,42,247,374,42],"5551068","nezza-_-",[376,46,40,377,378,42],"5551110","project\u002Fpositive\u002Fdocs","zamalek",[380,46,46,217,381,42],"5551224","xradionut",[383,46,32,342,129,42],"5551118",[385,46,42,217,11,32],"5551239",[387,46,32,342,388,42],"5551357","jahewson",[390,46,46,217,391,42],"5551376","acjohnson55",[393,46,42,228,11,32],"5551516",[395,46,42,247,237,42],"5552870",[397,46,42,247,398,42],"5555327","fbru02",[400,46,42,247,368,42],"5556213",[402,46,42,247,403,42],"5551370","scott_s",[405,46,32,406,407,42],"5551572","maker\u002Fcritical\u002Fnone","mseebach",[409,46,42,211,410,42],"5551132","jwilliams",[412,46,42,211,413,42],"5551742","astrodust",[415,46,42,211,416,42],"5552479","jarek",[418,46,42,211,413,42],"5552657",[420,46,46,293,421,42],"5556316","dyno12345",[423,46,42,247,424,42],"5551237","topbanana",[426,46,42,211,237,42],"5553283",[428,46,42,247,117,42],"5553745",[430,46,42,211,431,42],"5554427","dchichkov",[433,46,42,211,368,42],"5556326",[435,46,42,247,117,42],"5557421",[437,46,42,247,368,42],"5558011",[439,46,42,211,237,42],"5558337",[441,46,42,211,117,42],"5558749",[443,46,42,211,237,42],"5557750",[445,46,42,211,237,42],"5552832",[447,46,42,211,368,42],"5556305",[449,46,42,450,11,32],"5560812","project\u002Fneutral\u002Fexecution",[136,47,46,217,137,42],[55,47,42,217,11,32],[454,47,46,217,137,42],"5551107",[456,47,42,211,117,42],"5551967",[458,40,40,228,237,42],"5552674",[460,40,42,211,11,32],"5552810",[462,40,42,211,237,42],"5553068",[464,465,46,217,466,42],"5551254",6,"ablut",[468,465,42,217,11,32],"5551326",[470,37,40,471,472,42],"5553070","project\u002Fpositive\u002Fexecution","mangrish",[474,37,42,450,11,32],"5553242",[476,37,46,450,472,42],"5562225",[478,37,42,211,11,32],"5555995",[480,38,42,211,300,42],"5552109",[482,38,46,293,483,42],"5552580","sseveran",[485,38,42,211,300,42],"5552718",[487,38,42,211,11,32],"5552967",[489,38,40,490,300,42],"5553845","maker\u002Fpositive\u002Fnone",[492,38,46,293,110,42],"5554733",[494,38,40,495,300,42],"5555077","project\u002Fpositive\u002Fnone",[497,38,42,247,498,42],"5555933","jackpirate",[500,38,32,290,300,42],"5556058",[502,38,42,211,110,42],"5557182",[504,38,42,211,300,42],"5557604",[506,38,40,228,507,42],"5552946","spitfire",[509,38,40,510,300,42],"5553797","project\u002Fpositive\u002Fperformance",[512,38,40,228,300,42],"5553999",[514,38,40,490,507,42],"5555335",[516,38,46,296,300,42],"5555648",[518,519,32,299,520,42],"5551358",9,"tolitius",[74,519,42,510,11,32],[523,519,46,225,524,42],"5551664","mayank",[526,519,42,247,117,42],"5552825",[528,189,40,228,529,42],"5551125","fmstephe",[531,189,42,495,11,32],"5551334",[533,189,46,225,529,42],"5551367",[535,189,42,211,11,32],"5551659",[537,189,42,211,529,42],"5551690",[539,189,46,217,368,42],"5556342",[541,189,46,450,529,42],"5564337",[543,544,42,211,545,42],"5552043",11,"rbc",[547,548,32,214,549,42],"5552563",12,"SeanDav",[64,548,42,217,11,32],[552,548,42,247,237,42],"5553223",[554,555,46,225,556,42],"5551834",13,"alexforster",[558,555,32,214,483,42],"5552625",[560,555,42,225,11,32],"5553108",[562,563,42,211,564,42],"5551100",14,"jschulenklopper",[566,567,32,214,568,42],"5551276",15,"qompiler",[570,567,42,197,11,32],"5551621",[572,567,42,247,568,42],"5551859",[171,33,42,211,172,42],[575,33,42,211,11,32],"5551108",[577,33,42,211,578,42],"5551303","brotchie",[580,581,46,217,582,42],"5553598",17,"zopf",[165,581,42,228,11,32],[585,190,40,490,586,42],"5551921","z3phyr",[588,176,42,211,589,42],"5553898","relaxitup",[591,176,42,211,368,42],"5556360",[593,30,32,214,594,42],"5551629","otikik",[596,30,42,247,11,32],"5553135",[598,599,46,225,600,42],"5551235",21,"guiomie",[602,599,42,225,11,32],"5551292",[604,599,42,211,605,42],"5555866","consz",[607,608,46,257,374,42],"5551015",22,[610,608,42,211,611,42],"5551024","Alexx",[613,608,42,490,11,32],"5551080",[615,616,32,299,617,42],"5551760",23,"dhosek",[619,620,40,495,621,42],"5555474",24,"dasickis",[623,624,40,495,625,42],"5552248",25,"bdunbar",[627,624,42,296,11,32],"5553055",[105,629,40,495,106,42],26,[631,632,42,211,633,42],"5551935",27,"mikevm",[635,632,42,211,589,42],"5554308",[637,638,46,257,639,42],"5556881",28,"ttty",[641,638,42,257,11,32],"5560931",[643,644,46,296,645,42],"5551159",29,"niggler",[647,644,42,450,11,32],"5551314",[148,649,32,299,149,42],30,[71,649,42,293,11,32],[652,649,42,201,149,42],"5551130",[654,649,42,201,655,42],"5551230","NateDad",[657,649,42,247,658,42],"5551368","cakebread",[660,649,46,217,661,42],"5551431","zura",[663,649,32,406,586,42],"5552132",[665,649,32,299,483,42],"5552686",[667,649,40,510,668,42],"5554388","nilkn",[],[671,676,681,686,690,694],{"id":672,"name":673,"points":674,"category":675},"5545946","vim-multiple-cursors",191,"dev_tools",{"id":677,"name":678,"points":679,"category":680},"5558714","QuoteRed",115,"productivity",{"id":682,"name":683,"points":684,"category":685},"5544866","Pi-Voice",98,"ai",{"id":687,"name":688,"points":689,"category":675},"5543574","Hospice.io",93,{"id":691,"name":692,"points":188,"category":693},"5538579","Found 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