Cost rules, so single pipe initially, shifting to individual exchange connections when we can manage the overhead. Starting from scratch, so only supporting simple trades in the early going, but eventually covering complex events involving multiple exchanges. What data types (trades, book, OI, etc) do you need for your stratgies to work properly?Īre you interested in maintaining your own connections to the exchanges or you’d rather have single pipe that gets you all of the data you need normalized? But there are lots of vendors selling feed handlers, someone from SR Labs just sent me some info last week, or you could talk to the guys at. I write my own feed handlers because I am latency sensitive. No, it’s a new startup, though still not latency sensitive. Feed handlers are a pain to write and a pain to maintain, especially once you have more than a couple. Just take the feeds from a vendor who normalizes everything for you. Is this for the startup in your profile? If so, why write your own feed handlers? You aren’t latency sensitive. Yes, it should be as reusable as possible, so the subsequent feeds will hopefully be less work. I’m not sure how many will offer a sandbox connection. Hope to find someone that has written them before, but some exchanges will undoubtedly be initial efforts, learning the protocol on the way. If you are starting from scratch and the price feed is an API that has awkward semantics, it could take a month, not counting the time to get network connectivity. If you already have a framework in place for handling UDP price feeds and the new feed is similar to one you have done before, it could be as little as 3 days. Is there a test connection you can play with during your implementation? Is exchange using an interface you are familiar with or you will have to learn the protocol and specifics as you go? Have you implemented feed handler before?ĭo you want to come up with a generic framework you want to reuse with another exchange or do you want to have very specific implementation? What’s a good range of effort required to implement a feed handler?Ī lot depends on a technology you are using and exchange you are connecting to.
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