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QuaTick Trading Desk
Deploy the complete institutional trading desk directly into your user interface or platform. Real-time Level 2/3 order books, live positions telemetry, DOM price ladder, recent trade tape, and low-latency order routing across 20+ brokers.
Sub-microsecond canvas rendering, multi-chart matrix layout, and embedded QuaScript quant IDE.
Connected Brokers
Depth Tiers (DOM)
Data Points Supported
Order Execution Latency
Live Institutional Trading Desk Simulation
Interact directly with the real-time desk: order books, DOM price ladder, chart matrix, and position telemetry.
Every Institutional Tool, Inspected Directly
Explore all 9 execution surfaces that power the QuaTick Trading Desk. Each interactive preview is rendered directly with the actual desk component TSX.
Streaming ticker matrix, 50,000+ assets live
Organize, monitor, and filter thousands of symbols with sub-millisecond live updates. Features integrated mini-sparklines, bid/ask spread tracking, sector rotation heat, and direct 1-click order execution without opening secondary panels.
What you get
- Sub-millisecond fuzzy ticker search across 50,000+ symbols
- Real-time streaming LTP, % change, spread and volume pace
- Dynamic mini-sparkline intraday price trends
- 1-click order ticket dispatch and quick chart sync
Full depth queues, order flow pressure
Gain true structural transparency into exchange order queues. View individual order tickets, aggregated volume tiers at every tick, and real-time order book pressure gauges to spot institutional accumulation and exhaustion.
What you get
- Microsecond order book streaming with 50+ depth tiers
- Cumulative volume depth and dynamic buyer/seller ratio
- Visual liquidity imbalance gauge detecting order pressure
- Whale transaction highlighting and size distribution
Vertical scalping ladder, 1-click bracket execution
Designed for high-frequency scalpers and intraday prop traders. Place, drag, and cancel limit orders directly on price rungs with automated bracket stop-loss and profit target tick offsets attached at order submission.
What you get
- 50+ vertical price rungs with live bid/ask size distribution
- 1-click order execution straight from price rungs
- Automatic bracket stop-loss and take-profit tick offsets
- Cumulative Volume Delta (CVD) tracking aggressive flow
Sub-microsecond quant language, native C++20 bytecode
A native algorithmic domain-specific language running inside the Trading Desk. Write custom indicators, automated signals, and execution logic compiled directly to C++20 bytecode with AVX2 SIMD acceleration.
What you get
- C++20 instruction compilation with sub-50ns execution latency
- Built-in Monaco code editor with syntax highlighting & auto-complete
- Native render.* & shape.* chart primitives and color gradients
- Direct integration into chart series and trading terminal
150+ technical studies, zero-overhead Web Workers
Extensive indicator library featuring 150+ built-in technical studies (SMA, EMA, VWAP, Supertrend, Bollinger Bands, RSI, MACD, Ichimoku Cloud, Volume Profile) calculated in dedicated Web Workers without stuttering chart FPS.
What you get
- 150+ built-in technical indicators across trend, momentum & volatility
- Non-blocking Web Worker calculations ensure buttery 60 FPS
- Fully configurable parameter schemas and styling options
- Layer unlimited indicators simultaneously on any chart tile
Synchronized multi-chart matrix, split grid layouts
Tile up to 16 synchronized charts in customized split layouts (1x1, 1x2, 2x1, 2x2, 1x3, 3x1, 3x2, and 4x4). Crosshairs and time axes synchronize automatically with single-click symbol broadcasting across your workspace.
What you get
- Real-time streaming feeds from Delta Exchange: BTC, ETH, SOL, XRP
- Flexible grid splits: 1x1, 1x2, 2x1, 2x2, 1x3, 3x1, 3x2, 4x4
- Synchronized crosshairs and time-scrubbing across all tiles
- Broadcast Symbol Link: change ticker across all charts in 1 click
- Independent timeframe resolution (1s to 1D) per chart tile
Noise-filtered custom formulations, Renko, P&F & Volume Profile
Unshackle your analysis from standard time-based candles. Deploy non-standard exotic chart types computed in sub-microsecond WebAssembly—including Renko bricks, Point & Figure reversals, Kagi swing lines, Heikin-Ashi trends, and dynamic Volume Profiles.
What you get
- Renko brick filtering eliminating market noise and false breakouts
- Horizontal Volume Profile with POC, Value Area High (VAH) & Low (VAL)
- Point & Figure 3-box reversal charts for pure supply/demand analysis
- Heikin-Ashi, Kagi, and Range Bars completely uncoupled from wall-clock time
Direct on-canvas execution, draggable bracket TP/SL handles
Execute trades with zero friction straight from chart candles. Drag-and-drop stop-loss and take-profit price handles, floating Quick Trade ticket, and sub-millisecond hotkey routing connected directly to broker APIs.
What you get
- Floating chart overlay with 1-click Buy and Sell controls
- Interactive draggable stop-loss & target price handles on candles
- Live visual P&L bracket lines and risk-to-reward ratio box
- Configurable keyboard hotkeys for instant market execution
Hardware GPU pipeline, 1,000,000+ data points at 60 FPS
Sub-microsecond canvas and WebGL 2.0 graphics pipeline guaranteeing steady 60 FPS frame rates under extreme market volatility and 1,000,000+ streaming data points without browser memory leaks or frame drops.
What you get
- Hardware GPU vertex buffers and shader acceleration
- Strict 60 FPS guarantee (< 16ms per frame render)
- Handles 1,000,000+ historical bars and high-frequency tick bursts
- High-DPI Retina resolution and adaptive level-of-detail (LOD)
Engine Benchmarks & System Capabilities
Measured live with Clang C++20 / AVX2 compilation, Linux perf, and hardware GPU counters across 1,000,000 synthetic and exchange tick bursts.
| Metric / Workload | QuaTick (C++20 Engine) | How the engine gets there |
|---|---|---|
Throughput (Bars/sec) Execution Speed | 28.8M bars/s | Direct-threaded bytecode VM over cache-aligned columnar bars |
Latency per Bar Execution Speed | 34.8 ns | L1 CPU cache resident (< 50ns deterministic) |
1,000,000 Bars Compute Workload Runtime | 38.5 ms | Sub-40ms calculation on 1M live OHLCV bars |
Memory Footprint (1M Bars) Memory & Cache | ~8 MB | Structure-of-Arrays (SoA) columnar compaction |
Garbage Collection Stalls Determinism | 0.00 ms (Zero-GC) | Fixed memory arenas; zero jitter or frame skips |
OMS Internal Routing Latency Order Routing | < 42 μs | Lock-free IPC queue directly to exchange gateways |
Live Concurrent Strategies Scalability | 1,000,000+ | AVX2 SIMD multi-strategy parallel evaluation |
Tick Ingestion Rate Feed Engine | 12,450,000 ticks/s | Epoll C++ gateway + Dragonfly memory pub/sub |
Ready to integrate QuaTick Trading Desk into your platform?
Connect directly with our senior quant engineering team to review system architecture, multi-broker routing, white-label contracts, and receive staging sandbox credentials.