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Visualizing my Matching Engine
I recently build a matching engine and would like to build a visualisation of it similar to this: https://www.youtube.com/watch?v=MuAFhXLyXdo
I have a global bestAsk, a global bestBid and a global orderBook that holds a vector to priceLevels which are of the type std::queue which holds an object of type orderElement. The only visualization I currenly have is the stdout of orders being executed, and other orders being placed. I'd like to learn the software required to create a visual that tracks:
1. bestAsk and bestBid (similar to the video)
2. The size of priceLevel (depth at each price). This is reflected in the red and green bars in the video.
3. A line for both the bestBid and bestAsk that reflects the bestAsk and bestBid as of the most recent order execution (once again, similar to the video).
What software/skill-set is being used to create this? Where can I learn to do this as well?
Below is an example of my stdout.
I have a global bestAsk, a global bestBid and a global orderBook that holds a vector to priceLevels which are of the type std::queue which holds an object of type orderElement. The only visualization I currenly have is the stdout of orders being executed, and other orders being placed. I'd like to learn the software required to create a visual that tracks:
1. bestAsk and bestBid (similar to the video)
2. The size of priceLevel (depth at each price). This is reflected in the red and green bars in the video.
3. A line for both the bestBid and bestAsk that reflects the bestAsk and bestBid as of the most recent order execution (once again, similar to the video).
What software/skill-set is being used to create this? Where can I learn to do this as well?
Below is an example of my stdout.
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Last edited on
> a visualisation of it similar to this
I have no idea what that's representing, you'll have to describe it.
it seems to be a kind of histogram, but don't understand the lines
I have no idea what that's representing, you'll have to describe it.
it seems to be a kind of histogram, but don't understand the lines
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