Roadmap
This roadmap outlines upcoming improvements and tooling for the Flox HFT Engine.
Planned Features
0. Developer Experience
- Formatting tools
1. Binary Format for Market Data
- Efficient serialization format for storing market data snapshots and trades.
- Designed to be faster and more compact than JSON or CSV.
- Intended for use in both live systems and backtesting environments.
2. Backtesting Tooling
- Infrastructure for offline strategy evaluation.
- Will support:
- Market data replay (from binary format).
- Order simulation and execution environment.
- Strategy performance statistics and visualization.
3. Integrated JS engine
- To allow writing strategies using JavaScript
Long-Term Goals
- Keep the engine modular and extensible.
- Ensure compatibility between live trading and backtest environments.