The following illustrates the connectivity model and components of a typical automated trading system. The components in dark blue are the most common and are provided by our Black Box Developers Kit.
Lightspeed BDK Library
The BDK Library provides the customer with all of the necessary components to build a working automated trading system. All the customer needs to do is integrate their strategy. The customer can choose to utilize all or some of the BDK components.
Proven Architecture and Deployment Model
Lightspeed’s BDK is built on a tested and proven architecture that allows users to experience all the benefits that LIGHTSPEED GATEWAY has to offer including: Multi-venue accessibility, Risk Management, scalability, and full recoverability.
Sample Trading Strategy Source Code
Lightspeed has included a sample trading strategy in our BDK that when compiled and linked with our BDK library will result in a fully functional trading system. Most customers are able to use this trading strategy as a “template” to build their own trading strategies.
Console Source Code
A key component to the Lightspeed BDK is the console application which allows the customer to configure, monitor, and control their automated trading system. Because every strategy is a little different, Lightspeed includes the source code to allow the customer to change and configure the console application to meet their specific needs.
Extensive Documentation
All aspects of the Lightspeed BDK have been thoroughly documented and are maintained by the original BDK developers.
Support and Service
Our BDK developers are available to Lightspeed customers on a real-time basis to support and assist the customer through the development process. The BDK developers have over 25 years of development experience each and 12+ years experience with development of financial software.
Pricing
The Lightspeed BDK is provided at NO ADDITIONAL COST to the customer. The goal of the BDK is to greatly reduce the customer’s development costs.
Connectivity Model
The customer’s automated trading system runs on their computer that is co-located in LIGHTSPEED’S data center. The console application runs on a computer located at the customer’s site and communicates with the automated trading system over the internet using a tcp connection.
Data Interface
Combines market data and short availability information from multiple sources into an easy to use aggregated view of the market.
Order Interface
Provides connectivity and interface to the LIGHTSPEED GATEWAY order processing system, manages the state for all orders, and rebuilds order state when the automated trading system is shut down and restarted.
Customer Trading Strategy
Software provided by the customer to analyze market conditions and launch orders to buy and sell stock.
Console Interface
Provides the interface for interacting with a remote console allowing the console operator to configure, monitor, and control their automated trading system.
