Development report (14.01)

Hello everyone, we hope you had great holidays and now are full of energy to start this year with success and happiness. We already have updates our development to share with you!

Market Data Server

Since our latest report, we have a variety of updates on out Market Data Server. The team has improved several essential features.

P.S. The detailed description of Market Data Server architecture can be found in HyperQuant Development Update — Market Data Server.

1. No Amazon Queque

We are happy to present you the new architecture of HyperQuant Market Data Server:

The difference from the previous one is that now there is no intermediary between REST and Dispatcher — we removed the Amazon queue. Thus, the history server currently has a direct access to the dispatcher.

It is a well-known fact that in the majority of cases less intermediaries mean more efficiency and security: The process of saving data has been improved and it is crucial for backtesting of trading strategies and other products, that is why special attention is paid on it.

2. Improved transactions speed

When the exchange possesses lots of data, sometimes, specifically when there are many transactions&processes, WebSocket (WS) simply does not support such plenty of information to transfer it to the dispatcher. As you can understand, it may affect the work of the whole system. Therefore, in order to prevent the overload of the WebSocket, we use the instruments for fetching data by parts. The result is a stable system and better transactions speed — that is all we need.

3. No bugs policy

We work in a multiprocessing environment, which, undoubtedly, involves some risks.

Generally, multiprocessing means programs processing by several (two or more) computer processors.

This week we have tackled the most unpleasant problem of it — data falsification (when there are two or more accesses to data). We have made data fixing flexible and quick even when there are several corrections at the same time.

“HQ Trades”

This system generates a snapshot of all the transactions generated within HyperQuant ecosystem in a form of Merkle tree. Later on, this tree is put into Ethereum blockchain. This mechanism can be used by anybody to conduct an audit of a certain trading strategy.

To excite you, the demo version of the system is now open for the community:

So, now the trades can be seen and downloaded in “HQ Trades”. Besides, there is an access to Etherscan transactions where you can view even the code. We hope you enjoy it and share your feedback.

Exchange connectors

The continuous work is being done with exchange connectors. Despite making minor corrections in Bitfinex, Binance and Bitmex connectors, this week we have put into operation HitBTC, Huobi, OKEx connectors with all tests necessary. Looking forward to expanding on more exchanges!

VOPS beta test is open

We also would like to say thank you for your feedback on VOPS and inform that we continue our beta test. Anyone who holds any amount of HQT and has an account on our website can take a part! Do not hesitate to participate — just follow the link: here.

Do not hesitate to ask any question in our social media!

The following are links to know more and be updated about HyperQuant: