Extending VisualHFT

VisualHFT supports two kinds of public extensions.

Extension	Start here	Purpose
Market connector	Market Connector Template	Connect a venue and publish normalised market data.
Study	Study Plugin Template	Calculate and publish a market-microstructure metric.

Both templates compile against the current shared plugin APIs. Follow the linked SDK guide in the matching template before changing the scaffold.

Loading an extension

VisualHFT discovers plugin DLLs in the directory that contains VisualHFT.exe. For a source build, add the extension project as a ProjectReference in VisualHFT.csproj, then rebuild the solution. No manual registration is required.

See the architecture overview for the data flow and plugin boundary.