Live HFT System Demo: C++, Redis Pub/Sub & Rhythmic API Architecture

In this video, we dive into a live demonstration of the "Science Server Edition" trading infrastructure. Watch as we connect to the Rhythmic test environment to monitor the Micro E-mini S&P 500 (MEES) using a custom architecture built with C++ and Redis.

I break down the technical setup, including porting to older versions of Redis for stability, utilizing the Publisher/Subscriber (Pub/Sub) pattern, and how I leveraged Claude 3.5 Opus to assist in generating the codebase. We also look at the new market-making strategies available at hftcode.com.

👇 GET STARTED WITH QUANTLABS 👇

🚀 FREE HFT C++ EBOOK & TRADINGVIEW PREVIEW
Get your free copy of the "C++ HFT for Trading Infrastructure" eBook and a 45-minute preview of our TradingView setups.
🔗 Sign Up Here: https://www.quantlabsnet.com/registration

📈 QUANT ANALYTICS TRIAL - $47/MONTH
Access AI-generated HFT source code, advanced futures options strategies, private groups, and all our analytics videos. Includes a 7-day free trial!
🔗 Start Your Trial: https://www.quantlabsnet.com/trials

💻 NEW COURSE: ULTRA-LOW LATENCY TRADING
Check out the new source code and course for BTC Algo HFT Trading (C++, Python, JS).
🔗 Learn More: https://hftcode.com/products/ultra-low-latency-btc-algo-hft-trading-c-python-js?variant=52142743912757

________________________________________
⏱️ TIMESTAMPS
0:00 - Introduction & Live Market Overview (ES/MEES)
1:00 - Redis Configuration (Port 6380 & Pub/Sub Pattern)
2:10 - VS Code Setup & Using Claude 3.5 Opus for Code Gen
2:50 - Rhythmic Test Connection & Data Heartbeat
3:40 - Server Architecture: Bid/Ask Data Flow
5:20 - New Launch: hftcode.com & Market Making Demos
6:00 - Python Streamlit Dashboards & Walk-Forward Analysis
6:35 - Avellaneda-Stoikov Algorithm & Order Flow Imbalance
8:00 - How to get the Free C++ eBook
________________________________________

ABOUT THIS VIDEO
This demo showcases a high-speed trading architecture connecting a C++ server to a client via a Redis message bus. While currently running in a test environment with Rhythmic, this setup is designed for high-frequency trading (HFT) capabilities. We also discuss the integration of Python for backtesting and Streamlit for visualization.

CONNECT WITH US

• Website: https://www.quantlabsnet.com
•
#HFT #CppTrading #AlgorithmicTrading #Redis #QuantLabs #RhythmicAPI #TradingView #Python #AutomatedTrading

Видео Live HFT System Demo: C++, Redis Pub/Sub & Rhythmic API Architecture канала quantlabs