Cracking the Code: Building a HFT Gateway with Rithmic & Keyval
Tue, Dec 23
|https://www.youtube.com/quantlabs
Discover how to engineer a distributed High-Frequency Trading system using C# and the Rithmic API. Let's show how to decouple your strategy logic using Keyval’s ultra-fast Pub/Sub architecture.
Time & Location
Dec 23, 2025, 7:00 PM – 11:00 PM
https://www.youtube.com/quantlabs
About the event
Are you ready to move beyond basic API connections and build a true institutional-grade trading architecture? Join us for a deep technical dive into constructing a distributed High-Frequency Trading (HFT) gateway.
In this session, we are breaking down the "Tensor Field" trading system—a sophisticated architecture that separates heavy market data processing from strategy execution. We will explore how to reconstruct the Limit Order Book (LOB) in real-time using the Rithmic .NET API and how to use advanced calculus (derivatives of price and quantity) to spot market manipulation like "Quote Stuffing."
What you will learn:
Rithmic Architecture: How to manage REngine state, resolve Trade Routes, and handle asynchronous callbacks for specific FCMs.
The Tensor Field: How to calculate the Velocity and Acceleration of the order book to generate a normalized "HFT Signal" using Sigmoid activation.
Microservices Design: Using Keyval as a low-latency Message Broker to bridge your C# Gateway with external Python or C#…