AlgoTrader, a Java-based algorithmic trading platform, today announced the release of software version 6.0; which includes the following new functionality: New exchange adapters, Level II data, aggregated order book, and more. Available on-premise or in the cloud, AlgoTrader is an institutional-grade algorithmic trading software solution for quantitative research, trading strategy development, strategy backtesting and automated trading for both traditional securities and crypto-assets.
New AlgoTrader 6.0 Features
- Exchange Adapters – Deribit, Huobi, OKEx, Kraken, and Bithumb connections have been added.
- Level II – Level II order book data is now included for all market data adapters. The new AlgoTrader UI Order Book widget shows users all buy/sell orders available at each price level.
- Aggregated Order Book – This combines order book data from various exchanges into a single chart which shows the total liquidity available in the market. The aggregated order book is also available to execution algos; allowing them to select the best trading venue based on available market liquidity.
- Hazelcast Cache – By integrating Hazelcast as AlgoTrader’s new caching layer, this has increased both the simulation and live trading speed by a factor of 5 to 10.
- Three new out-of-the-box sample strategies.
- Cryptocurrency reference data can now be downloaded automatically upon startup to make sure users always have the latest contract data.
- It is now possible to subscribe and unsubscribe for new market data during InfluxDB based backtests. This is particularly useful for options-based strategies where new option contracts are selected and traded throughout a backtest run.