Study Plugin Template

A working scaffold for a VisualHFT study (analytic / indicator) plugin. Compiles against the current VisualHFT.Commons API out of the box — clone, fill in the TODOs with your calculation, build, and the main app will pick it up.

For a deeper walkthrough see StudySDK_Guidelines.md.

Layout

SDK-StudyTemplate/
├── TemplateStudyPlugin.cs           # Plugin class (extends BasePluginStudy)
├── Study.Template.csproj            # .NET 10 / WPF class library
├── Model/PlugInSettings.cs          # Persisted settings (implements ISetting)
├── ViewModels/
│   ├── PluginSettingsViewModel.cs   # Settings UI ViewModel
│   └── TemplateStudyViewModel.cs    # Optional: custom visualization VM
├── UserControls/
│   ├── PluginSettingsView.xaml(.cs) # Settings UI
│   └── TemplateStudyView.xaml(.cs)  # Optional: custom visualization UI
└── StudySDK_Guidelines.md

The scaffold gives you the BasePluginStudy overrides, an HelperOrderBook.Instance subscription, a non-blocking HelperCustomQueue for processing snapshots off the data-feed thread, an onDataAggregation hook, alert wiring via OnAlertTriggered, and a complete MVVM settings UI.

How a study plugin works

BasePluginStudy provides the plumbing; you provide the math.

• The framework calls LoadSettings() on startup; you populate _settings.
• StartAsync() subscribes to HelperOrderBook.Instance (or HelperTrade.Instance, etc.) and enqueues snapshots onto a HelperCustomQueue<T> so the calculation runs off the data-feed thread.
• Inside your queue handler, compute a value and publish it by calling AddCalculation(new BaseStudyModel { Value = ..., Timestamp = ..., MarketMidPrice = ... }). Do not raise OnCalculated yourself — AddCalculation does that for you and applies any aggregation configured in _settings.AggregationLevel.
• Override onDataAggregation(...) to control how successive values are merged when aggregation is enabled (e.g. last-value-wins, sum, average).
• Fire OnAlertTriggered?.Invoke(this, value) when an alert condition is met.

Build your study

1. Copy this folder next to the other studies: VisualHFT.Plugins/Studies.<YourStudy>/.
2. Rename the project, namespace, and TemplateStudyPlugin class to match your study (e.g. Studies.MyIndicator / MyIndicatorStudy).
3. Update Name, Version, Description, Author, TileTitle, and TileToolTip in the plugin class — these surface in VisualHFT's UI.
4. Edit PlugInSettings.cs to add your study's parameters (lookback period, thresholds, smoothing flags, etc.) and remove the CustomParameter1 / CustomParameter2 placeholders.
5. Fill in QUEUE_onRead(OrderBookSnapshot) with your calculation. Always snapshot.Dispose() at the end so its pooled arrays are returned.
6. Adjust onDataAggregation if your study needs anything other than last-value-wins aggregation.
7. Update the settings UI — PluginSettingsView.xaml plus its ViewModel — to surface your new parameters.

Publishing a value looks like this:

private void QUEUE_onRead(OrderBookSnapshot snapshot)
{
    if (snapshot.Bids.Length == 0 || snapshot.Asks.Length == 0)
    {
        snapshot.Dispose();
        return;
    }

    double value = YourCalculation(snapshot);

    AddCalculation(new BaseStudyModel
    {
        Value          = (decimal)value,
        Timestamp      = HelperTimeProvider.Now,
        MarketMidPrice = (decimal)((snapshot.Asks[0].Price + snapshot.Bids[0].Price) / 2.0)
    });

    if (value > _settings.AlertThreshold)
        OnAlertTriggered?.Invoke(this, (decimal)value);

    snapshot.Dispose();
}

BaseStudyModel only carries Value, Timestamp, MarketMidPrice (and a few flags). The symbol and provider come from _settings, not the model.

Load it into VisualHFT

At runtime, VisualHFT.PluginManager.PluginManager.LoadPlugins() scans the app's base directory for any *.dll that exposes a non-abstract type implementing IPlugin and instantiates it. There is no separate plugins folder — the DLL just needs to land next to VisualHFT.exe.

The canonical way to get it there is to add a ProjectReference to the main app's VisualHFT.csproj:

<ProjectReference Include="VisualHFT.Plugins\Studies.MyIndicator\Studies.MyIndicator.csproj" />

(See VisualHFT.csproj for the existing entries — LOBImbalance, MarketResilience, VPIN, OTT_Ratio.) Rebuild the solution and your study appears in VisualHFT's study list and can be added to any dashboard. No manual DLL copying, no registration step.

Reference implementations

When in doubt, copy the closest match:

• VisualHFT.Plugins/Studies.LOBImbalance/ — the simplest study, ratio computed per order-book update.
• VisualHFT.Plugins/Studies.VPIN/ — windowed statistical aggregation.
• VisualHFT.Plugins/Studies.MarketResilience/ — multi-feed study with custom visualization.