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Slide Notes

DownloadGo Live

Candlestick Charting

Published on Nov 20, 2015

Candlestick charting using Meteor.js

PRESENTATION OUTLINE

Candlestick Charting

Meteor's low-level Publications API and reactive SVG

FINANCE & LATENCY

  • Assumption that ultra low latency required.
  • True for HFT or most algo trading.
  • But not if a human is making the decisions.
  • Meteor's data latency

Low level Publications Api

  • Almost as easy to use as high-level API.
  • Publish can be driven by server collection.
  • But also by anything else...
  • A non-mongo DB, or external API.

TICK DATA

THIS is the raw stuff

CANDLESTICK CHARTS

RATHER MORE READABLE

BRIEF

  • Publish candlestick data from tick data.
  • Subscribe to candlestick data remotely. (H/T Alan Shaw)
  • Chart the results in a non-repellent way. (H/T Cloud9Trader)
  • Go back to what I'm supposed to be doing.

THE BAD NEWS

  • Tick data is impossible to get hold of...
  • (At least it is without polling).
  • Can't even find Bitcoin over a websocket!
  • So, I made my own!

NEXT STEPS...

  • Find a working crypto websocket.
  • Get CSS3 animations working, or...
  • Integrate with Famo.us!
  • Anything else?