enigma machine

A high performance, multi-threaded, lock-free HFT systems monitoring GUI - batteries included!

View Demo · Report Bug · Request Feature

GIF is rendered at 10fps, can't upload larger size for some reason, but it's really much faster than how it looks here

• Lock-free: Lock-free data structures have significantly higher throughput (no contention) as well as lower latencies as compared to alternatives that use locks under periods of heavy load.
• Real-Time: Utilizes Barter-Data with real-time WebSocket integrations enabling the consumption of normalised tick-by-tick data.
• Multithreaded: Uses the fork-join model for delegating non-blocking market event streams into different worker threads.
• High-throughput: Uses crossbeam's unbounded MPMC channel under the hood, benchmarked to support 10 million market events per second.

Technologies used

• Tokio (Tonic & Tungstenite)
• Barter-data
• Barter-integration
• egui
• futures
• Serde

Getting started

Just clone it and run it bro it's easy. No more CMake shenanigans 😊.

cargo run

🛣️ Roadmap

• Tracing subscriber for debugging and async-aware diagnostics.
• Notifications (PARTIALLY DONE): See egui-notify branch
• Tabs and Workspace functionality to preserve layouts for traders. Like this is what I mean.
• Improve multi-threading by delegating and scheduling new jobs to pre-initialized worker thread pool.
• More widgets: Look at the widget branch for more deets. (e.g Liquidity heatmap, watchlist)
• Especially this one

ssstwitter.com_1672123501463.mp4

📚 Resources / Other stuff

• Naming conventions
• Egui navigation: basic centralpanel, layout stuff
• Egui, to spawn separate thread for loading data
• Egui + Reqwest + Tokio + Alpaca
• Parasyte Tokio Original implementation
• Chartbot by SwayStar (but it's not multithreaded): For drawing lines on plots and loading data from csv.