Archive for September, 2023

New Streaming Order Book Depth-map

We want to be the best finance streaming visualization solution. To achieve that, we can’t just use off the shelf parts, we have built our own market data order book visualization component from scratch, it’s only dependency is webgl. We call it DepthMap. It plots price levels over time, with the shading being the amount of liquidity at that level. It’s experimental right now but we are already receiving a lot of great feedback and ideas.

Faster Streaming Data
A lot of our users were capturing crypto data to a database, then polling that database. We want to remove that step so Pulse is faster and simpler. The first step is releasing our Binance Streaming Connection. In addition to our existing kdb streaming connection, we are trialling Websockets and Kafka. If this is something that interests you , please get in touch.