hft.studio provides a low‑latency platform that continuously allocates and rebalances capital across multiple concentrated liquidity pools for proprietary and market‑making firms. The system ingests FIX, WebSocket and direct exchange feeds, applies configurable risk limits, and offers a unified dashboard plus REST/FIX APIs for execution, reporting and back‑testing with order‑book replay.
Funding
Funding not disclosed
Founders
Product
Problem
High-frequency trading firms must allocate capital across tightly scoped liquidity pools while contending with rapid market movements, fragmented data sources, and stringent risk limits. Existing tools often lack the granularity and speed required to manage concentrated liquidity efficiently, leading to suboptimal capital utilization and increased exposure to adverse price swings.
Solution
hft.studio delivers a dedicated concentrated liquidity management platform tailored for professional trading operations. The system ingests low‑latency market data and applies proprietary allocation algorithms to continuously rebalance liquidity positions in real time. Users can define custom risk parameters, set capital caps per pool, and monitor execution metrics through a unified dashboard. Integration points include FIX, REST, and WebSocket APIs, enabling seamless connectivity to major exchanges and proprietary order‑routing infrastructure. The platform also provides back‑testing and simulation modules that evaluate strategy performance against historical order‑book snapshots, helping firms refine capital deployment before live deployment. All data flows are encrypted and processed within a high‑throughput, fault‑tolerant architecture to meet the latency requirements of HFT environments.
Target Audience
The primary customers are proprietary trading firms, market‑making desks, and high‑frequency trading groups that require precise, low‑latency management of concentrated liquidity across multiple venues.
Features
- Real‑time liquidity allocation engine that optimizes capital distribution across multiple concentrated pools using latency‑aware algorithms
- Low‑latency market data ingestion pipeline supporting FIX, WebSocket, and direct exchange feeds
- Configurable risk controls, including per‑pool exposure limits, slippage thresholds, and automated stop‑loss triggers
- Integrated back‑testing suite with order‑book replay and scenario analysis for strategy validation
- Unified web dashboard with live P&L, liquidity heatmaps, and customizable alerts
- API‑first design offering REST and FIX endpoints for order execution, position reporting, and data export
- High‑availability deployment on dedicated servers with end‑to‑end TLS encryption and role‑based access controls