To illustrate CoralMD, we launched a free server that provides aggregated and per exchange real-time Bitcoin market data. The exchanges we are currently connected to are: Coinbase and Okcoin. Below we explain the three choices of API and protocol you can use to receive live market data updates. Continue reading
CoralMD
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CoralMD is a very fast and easy to integrate garbage-free quote book implementation that you can use to keep track of the market data book from any security. It supports listeners so interested parties, such as strategies, can receive notifications about book changes. It also comes with a feed framework that you can use to write clients that connect to any exchange and populate the market data books. Moreover it provides servers and clients that you can use to easily distribute and aggregate normalized market data internally, using its own fast and generic market data protocol.
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Writing a Bitcoin Liquidity Aggregator with CoralMD
In this article we explore how we used CoralMD to write a liquidity aggregator for the Bitcoin market. Most importantly, we show how you can distribute market data to internal applications and to external clients using straightforward and efficient APIs over standard protocols. CoralMD supports three market data APIs on top of HTTP, TCP and FIX as you will see below. Continue reading
Tick-to-Trade Latency Numbers using CoralMD and CoralGateway
In a previous article we measured the tick-to-trade latency using CoralFIX and CoralReactor. In this article we use wireshark and tcpdump to analyze the latency numbers of a test trading strategy that receives a market data tick through UDP using CoralMD and places a trade order through FIX using CoralGateway. Continue reading