Forex Investments Ltd. was established in 2012 and since the beginning is focused on creating intelligent tools supporting investors in various environments like the stock market, forex and crypto exchanges. The most complex tool in a customer's portfolio is Arbitrage Fluid. The tool for associated traders, allows for order-books analysis and rapid order creation on several exchanges at once profiting from the asset's price differences.
Situation at the beginning, before the cooperation started.
As mentioned the tool was already there, with battle-tested algorithms and dozens of satisfied users. However, the trading market is a dynamic environment that needs continuous effort to catch up. The customer decided that the tool has a set of proven ideas implemented however needs a more scalable and robust architecture that will ensure ease of integration with new exchanges. Along with a new architectural foundation, even better performance was a key deliverable.
The Project required dividing the scope into 3 milestones and delivering them smoothly not to disturb the running solution.
- The common data model for all exchanges
- Support decision-making with visualization of key parameters
- Automation blocks for trading strategies
Each exchange provides its own way to handle the data programmatically. The differences occur on all levels from the communication layer, through the data model, and finally, events triggering new data chunks. We analyzed how things work for the biggest players and created a new common ground for them. Having it implemented we just needed to implement a smart adapter for each exchange and then treat all data no matter its origin in the same.
The second step was to provide best in class support for educated decisions. This consisted of series of visualization components. We realizied customer specific UI needs to support investing strategis. The final milestone is about making trading decisions in autamatic and configurable way. As a time of writing it is still ongoing but after first phase of ent-to-end test customer is super satisfied.