Apifiny Algo - speed up your research and trading
What is Apifiny Algo?
Apifiny Algo is a high performance cryptocurrency research and trading library. It runs on your machines and makes trades in your own exchange accounts.
Why Use Apifiny Algo?
It is relatively easy to create a simple crypto trading strategy using K-lines and Python. However, you may quickly find that your strategy does not perform. This is because your data is too sparse and your latency is large.
When you start moving to high resolution market data, such as tick-by-tick or 10ms depth stream, you begin to face more challenges:
- Seconds or even minutes of delay when the market moves sharply!
- Can't get good orders filled, can't cancel bad orders.
- Have to throttle to run a sophisticated model, otherwise calculation can't catch up.
- Back-testing takes hours to complete.
- Data generation takes hours to complete.
All these need sophisticated low-level programming skills and a long development time to address. Apifiny Algo gives you a quick solution.
How Does Apifiny Algo Help You?
- C++ based trading library to handle market access and algo calculation.
- Directly connect to exchanges from your machine. Zero copy of the reconstructed market book.
- Algo framework and common algo components to simplify your strategy development
- Order management, risk management, PnL/fee calculation
- Pre-configured security master data.
- Fast back-testing.
- Fast data generation (both dependent and independent variables).
- Streamlined model-sim-prod process. No gap among them. Easily generate data in C++, research in Python, and export results into C++ for simulation and trading.