Prop Trading Software

Real-time order book analysis
<200ms latency 24/7 operation Prop Trading

Project Description

Trading bot for a team of traders from a company that specializes in prop trading and has the largest trading terminal in the CIS. The project was focused on analyzing the order book for large orders in real-time.

It was extremely important that the latency be as low as possible (less than 200ms) so that the trading strategy remains relevant. The system ensures stable operation under high load and instant processing of market data.

Python WebSocket API AsyncIO Docker
Order Book Monitor - BTCUSDT
156ms latency
SELL ORDERS
$43,275.50 12.5 BTC
$43,274.20 3.2 BTC
$43,273.80 1.8 BTC
SPREAD: $1.20
BUY ORDERS
$43,272.60 2.1 BTC
$43,271.90 4.7 BTC
$43,270.80 8.9 BTC

Key Features

Order Book Analysis

Real-time search for large orders with instant notifications

Minimal Latency

Processing time less than 200ms for trading decision relevance

WebSocket Connection

Direct streaming of market data from exchanges without delays

High Load Capacity

Stable operation under high load and large data volumes

Speed Optimization

Maximum optimization to achieve minimal latency

Terminal Integration

Full integration with Vataga trading terminal

Performance Metrics

<200ms

Processing Latency

Maximum processing time for order book data

24/7

Operating Mode

Continuous market monitoring without interruptions

99.9%

Uptime

System stability over the course of a year

1000+

Orders/sec

Maximum system throughput capacity

50+

Active Traders

Number of system users in the Vataga team

0

Missed Trades

Number of missed trading opportunities

Need a Similar Solution?

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