Live Trading

Algorithmic Trading

An integrated algorithmic trading solution for banks — from market data processing to intelligent execution. Real-time multi-market data and order book processing drives millisecond-level market microstructure computation and signal generation. VWAP, TWAP, POV, and other standard algorithms are supported with intelligent order slicing, real-time market impact assessment, and execution path optimization — helping banks balance execution efficiency and market impact on large orders while enforcing risk controls.

Featured Tutorials & Best Practices:

• White Paper: Complex Event Processing Engine
• User Guide: CEP Engine

Post-Trade Analysis

Batch replay and analysis of intraday and historical trades — flagging suspected wash trading and volume anomalies by counterparty, instrument, price, and direction. Each fill is benchmarked against multi-source quotes, mid-prices, or VWAP to quantify execution deviation and evaluate broker and algorithm quality. DolphinDB compresses analysis of millions of trades from minutes to milliseconds — turning post-trade review from periodic sampling into systematic, continuous risk control, with findings fed directly back into pre-trade rules and strategy optimization.

Independent Risk Monitoring

An independent risk control layer for live trading — subscribing to live market data, positions, orders, and fills in parallel without impacting execution latency. Monitors concentration, leverage, margin, and trading limits in real time alongside VaR and CVaR computation. Alerts trigger instantly on risk threshold breaches, with automated controls linked to the trading system — explainable, auditable real-time risk management without compromising trading continuity or stability.

Real-Time Monitoring & Alerting

DolphinDB continuously computes key metrics — factor volatility, execution anomalies, PnL, system latency, and queue depth — via streaming pipelines or scheduled tasks, triggering configurable alerts delivered through HTTP, message queues, email, SMS, or enterprise IM.

Monitoring dashboards built on BI tools or internal frontends visualize real-time factors, capital flows, positions, and risk metrics — with interactive drill-down by strategy, account, and instrument.