rdinnik / codejam2012

McGil Code Jam 3 - 48 Hours

#McGill Code Jam 3

###Low-latency Algorithmic Trading Application

Team Members
Adrian Lee [email protected]

Node.js v0.8.14, D3.js v2, Bootstrap v2, Redis v2.6.4

Problem

You have been selected by Morgan Stanley’s Electronic Trading group (MSET) to provide a platform for testing out new low-latency trading strategies on electronic exchanges. Trading strategies are a predefined set of rules for making trading decisions. Certain strategies are better suited to be executed algorithmically, via a computer, to take advantage of faster processing time. On a given exchange, there are many trading strategies being executed, and often the speed in which an algorithm reacts to a given market condition can greatly influence its profitability. MSET would like to benchmark several strategies in order to find the best one.

Your task is to build an application that will handle trading, scheduling, and reporting for MSET. Your application will connect to an exchange’s price feed, process incoming prices and make trades according to the several strategies. The application will also display real-time graphs for the price feed, as well as the indicators of the various strategies. Finally, the trade history must be tracked, and supervised by trade managers that your application will schedule.

Proposal Document

Virtual Machine

Ubuntu Server 12.10 x86

Usage

Working Directory is /home/ubuntu/codejam2012

• Start Client & GUI deamon processes via "$ ./start"
• Stop deamon processes via "$ ./stop"
• Process stout log files: client.log & client_gui.log
• Other usages to monitor processes: "$ forever -h"

####Login, SSH, sudo

• Username: ubuntu
• Password: reverse

Disclaimer

Keyboard layout is set to mac-usb-us.

If keyboard layout is incorrect for you,

• SSH to "[email protected]", LAN address found via "ifconfig"
• or, "sudo dpkg-reconfigure keyboard-configuration" to change keyboard layout