README.md

An open-source desktop application for real-time market microstructure analysis.

Website · Documentation · Discord · Discussions

Quickstart · Architecture · Extend · Changelog · Contributing

What it does

VisualHFT brings live order books and trades from supported venues into one desktop view. It helps traders, quants, and researchers examine depth, liquidity, order flow, and market resilience while conditions are changing.

Live order book	Built-in study

Quickstart

Prerequisites

• Windows, the .NET 10 SDK, and Visual Studio.
• The VisualHFT OxyPlot fork. Place both repositories in the same parent folder.

# Both repositories must sit in the same parent folder.
git clone https://github.com/visualHFT/oxyplot.git
git clone https://github.com/visualHFT/VisualHFT.git

Open VisualHFT/VisualHFT.sln in Visual Studio and build the solution. Set VisualHFT as the startup project and press F5. The Dashboard opens first. Select an available provider and a normalised symbol such as BTC/USD in the order-book panel.

Need help with setup? See Troubleshooting or ask in Discord.

Included in this repository

Area	Included examples
Market data connectors	Binance, Bitfinex, Bitstamp, Coinbase, Gemini, Kraken, KuCoin, and a generic WebSocket connector
Built-in studies	VPIN, LOB Imbalance, Market Resilience, and Order-to-Trade Ratio
Extensibility	Templates for additional market connectors and market-microstructure studies

Connectors normalise live Level 2 order-book and trade updates for the dashboard and study plugins. Study outputs can also drive trigger conditions that send alerts to the user interface or configured REST endpoints.

Extend VisualHFT

VisualHFT has templates and guides for two extension points:

• Market connector template for a new market-data source.
• Study template for a custom market-microstructure calculation.

Read the architecture overview before extending the application. Use the matching template and guide before distributing a plugin.

Community and updates

Ask questions in Discord or GitHub Discussions. Report bugs and feature requests through GitHub Issues.

Follow VisualHFT Connect, LinkedIn, X, and Substack for research and project updates. See CONTRIBUTING.md to contribute code or documentation.

Roadmap and changes

See the project roadmap for planned work and CHANGELOG.md for dated changes. This README describes functionality included in the public repository today.

License

VisualHFT is licensed under the Apache License 2.0.