Trading Engine

The Nanosecond Trading Engine

Sub-10 microsecond core processing. Latency arbitrage, copy trading, and per-symbol risk controls — backed by nanosecond-precision instrumentation across every timing layer.

THFT Nanosecond Core

At the heart of every VPS runs the THFT Core — a proprietary event-driven engine with nanosecond-precision tick processing. Every price update, every delta calculation, every order signal is processed in under 10 microseconds. Deterministic, single-threaded execution ensures zero contention and predictable latency on every tick.

<10μs
Tick Processing
1000+
Ticks/sec Capacity
0
Missed Events

Trading Strategies & Tools

From one-leg latency arbitrage to multi-broker copy trading — every strategy tool you need, managed and ready.

One-Leg Latency Arbitrage

Exploit the speed gap between a fast price feed and a slow broker. THFT detects delta divergence in real-time and opens positions on the lagging side before the price converges. Configurable diff-to-open, diff-to-close, and max spread per symbol.

Copy Trading

Replicate trades from a master account to multiple slave accounts in real-time. Automatic fill replication with configurable lot multiplier per slave, slippage guards, and independent position caps. Scale your strategies across brokers effortlessly.

Per-Symbol Risk Controls

Fine-grained risk management on every symbol: stop-loss, take-profit, trailing stop with activation threshold, max open positions, order lifetime (auto-close after N seconds), max slippage, spread guards, and anti-spike filters.

Trade History & P&L

Complete execution log with per-trade P&L, commission, fees, and slippage. Live session P&L, per-broker breakdown, and real-time open position monitoring across all connected accounts. Export and analyze every execution.

Execution Analytics

Every Microsecond, Measured

In latency arbitrage, the difference between profit and loss is measured in milliseconds. THFT tracks every timing layer — from feed arrival to broker fill — with nanosecond-precision instrumentation.

"The only latency you should worry about is your broker's execution speed. On our side, we operate at nanoseconds."

p50
< 50ms
Median fill latency
p95
< 150ms
95th percentile
p99
< 200ms
99th percentile
Hot Path
< 10μs
Per-tick processing

End-to-End Timing Pipeline

Exchange
Tick Origin
ts_event
Feed Latency
Transport
FIX / WS / TCP
< 10μs
Core Processing
Signal → Order
Fill Latency
Broker Execution
p50 / p95 / p99
Result
Fill Report
slippage + ms
ns
Timestamp Precision
100
Rolling Sample Window
6
Timing Layers Tracked

Fill Latency Percentiles

Every order fill is timestamped at nanosecond precision. THFT computes p50, p95, and p99 fill latency over a rolling window of 100 samples — per broker. If p95 exceeds 200 ms, an automatic alert fires. You always know exactly how fast your broker is executing.

Broker Ping RTT

Continuous round-trip time measurement via FIX TestRequest heartbeats and WebSocket ping-pong. Tracks minimum, average, and maximum RTT per venue. Detects connectivity degradation before it impacts execution quality.

Feed Delivery Latency

Measures the gap between the exchange timestamp on each tick and the moment it arrives at THFT Core. Tracks per-venue feed delay in real-time with rolling averages. Identifies slow feeds instantly so you can act on the fastest data.

Slippage Tracking

Every fill reports the exact slippage in points — the difference between requested price and actual execution price. Aggregated per broker and per symbol over time. Spot adverse execution patterns before they erode your edge.

Tick Rate Analysis

Rolling-window ticks-per-second analysis per venue in real-time. Delta running averages per symbol track fast-slow spread history. Compare throughput across providers to always route through the fastest feed available.

Order Outcome Intelligence

Tracks every order result: filled, partially filled, requoted, or rejected. Computes requote rate per broker with automatic alerts when it exceeds 30%. Detects adversarial broker behavior through statistical analysis of execution quality over time.

Every timing metric is persisted in append-only streams — fully replayable, fully auditable. THFT doesn't estimate performance — it proves it, trade by trade.

Risk Management

Protect Your Capital, Automatically

Multi-level automated risk controls that act faster than you can. From global kill switches to drawdown protection — your capital is guarded 24/7.

Global Kill Switch

One-click emergency stop that instantly blocks all new position openings across every strategy. Existing positions remain open and manageable — no forced liquidation, no panic closes.

Instant
Activation

Max Daily Loss Limit

Set a hard dollar threshold for daily losses. When hit, THFT automatically stops all strategies for the session. Protects your capital from cascading losses during volatile markets.

Auto
Stop

Drawdown Protection

Configure a maximum drawdown percentage from peak equity. When the threshold is breached, all opening signals are halted automatically. Prevents deep drawdowns before they become unrecoverable.

%
Threshold

Auto-Restart Recovery

If the Core process stops unexpectedly, THFT can automatically restart and reconnect to all brokers and feeds. Position reconciliation on reconnect ensures no orphaned trades.

Auto
Recovery

Runtime Control

Pause/resume strategies, toggle symbols, adjust log levels, and control execution — all at runtime without restart.

Pause / Resume
Per strategy
Log Level
DEBUG → CRITICAL
Kill Switch
Global stop
Strategy configuration with symbol grid, diff-to-open, SL/TP, trailing stop and lot size per symbol

Dashboard — Strategy Configuration

Ready to Get Started?

Get full access to the Taurus HFT engine, dashboard, and all strategies — $149/month.

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