What's new

FIX protocol connectivity for institutional liquidity management platforms. Extends Virtex's venue connectivity to the broader FIX ecosystem.

OMS can emit a full balance snapshot on demand for downstream consumers to hard-set their state. Clean reconciliation baseline.

Gateways dispatch typed v3 events directly to adapters instead of legacy FIX translation. Cleaner, faster, fewer moving parts.

Custody and OTC venue gateway for institutional clients. Auth, order entry, and status tracking with Zodia Markets.

Broker discovery, relationship request/accept/decline lifecycle, onboarding checklist with computed stages, and WebSocket push notifications.

REST endpoints for querying ledger entries, transaction history, and balance movements.

FeeCharged events emitted on fills and projected into the ledger with correlation back to the original order.

Full audit trail of every deposit, withdrawal, fill, and fee that changed a balance. Queryable via API.

On WebSocket login, the server sends a full state snapshot — open orders, positions, balances. Clients never miss anything during a disconnect.

All business IDs generated using a Snowflake-style generator. Deterministic, replay-safe, monotonically increasing.

Virtual IBANs with webhook-based balance updates for fiat deposits and withdrawals. Supports GBP, EUR, and USD with automated treasury sweep functions.

Every projection handler is idempotent. Event stream replay doesn’t create duplicate database records.

Database writes decoupled from the event stream reader. DB latency never blocks event processing.

Internal balances reconciled against venue-reported balances on every gateway connect. Drift detection with auto-correction and alerting.

Client-facing portal branded as your own. Your logo, your domain, your client relationship — powered by Virtex infrastructure underneath.

OMS rejects orders when insufficient free balance. Funds locked on submission, unlocked on cancel or reject. No more over-trading.

Terminal with tab completion: submit orders, cancel, deposit/withdraw, view positions, watch order flow, stream prices, run RFQs, manage accounts and venues. ANSI colour output.

Dedicated MarketData Engine with orchestrator managing transport lifecycle separately from data processing. Primitive-only event model — no object allocation on the hot path.

Complete rewrite using typed domain events, pure enum-based status codes, scaled-long arithmetic for prices/quantities, and zero-allocation hot path design.

Asset → Instrument → Listing. Assets are the base (BTC, ETH). Instruments are tradeable pairs. Listings are venue-specific with lot/tick sizes.

Strict ordering and deduplication of the business event stream. Ensures exactly-once processing semantics across all downstream consumers.

Running on the latest JDK LTS and Spring Boot with Jakarta namespace. Staying current.

Gateways sync open orders and positions from venues on startup. Catches anything that happened while offline.

Venue credentials stored in AWS Secrets Manager with local file fallback for dev. Secrets never touch the event stream.

Best-bid/offer top-of-book representation for venues where full depth isn’t needed. Lighter, faster.

Australian exchange gateway with commission tracking and liquidity indicator mapping. Full market data feeds.

Python-based market data ingestors push to Redis, Java services consume. Allows non-Java feeds to participate in the market data pipeline.

Full order entry and cancellation via WebSocket, in addition to REST. Lower latency for active traders.

WebSocket-based gateway with market data, order entry, and min/max order size enforcement from venue config.

REST-based gateway adapter for Phemex.

Full gateway adapter for Gemini with Auth0 integration.

Maker-only orders wired through the OMS to Binance and other venues that support participate-don’t-initiate execution.

Commissions captured per fill with currency and liquidity indicator (maker/taker). Stored in database and available via API.

Gateway with Protobuf wire protocol plus live market data from MEXC. Order entry, cancel, status, and streaming book data.

Cancel all open orders for an account or a list of order IDs in a single command.

Headless API access with M2M tokens for programmatic trading. No browser login needed.

Perpetual futures trading on Binance with position mapping and settlement handling.

FX price feed and gateway adapter for Oanda. Extends Virtex beyond crypto into traditional FX.

Double-entry style ledger records created for every fill, fee, deposit, and withdrawal. Prime brokerage accounting from day one.

Auto-generated OpenAPI spec covering all REST endpoints. Bot and SDK clients generated directly from the spec.

Full request-for-quote lifecycle: client requests a quote, quoter streams live bid/ask with configurable BPS spread, client can hit or lift. Integrated into CLI and Telegram bot.

Per-endpoint authorisation with roles: ADMIN, USER, QUOTE. Admin users see all accounts; regular users only see accounts they’ve been granted.

API is a pure read-side projection. Commands go to the event queue, events are projected into Postgres for REST and WebSocket consumption. No business logic in the API layer.

API endpoint and CLI command to force-cancel orders when venues are unresponsive. Ensures order state never gets stuck.

Client orders automatically create a back-to-back order on the broker’s exchange account. Fills flow back through a three-level chain: client → broker → venue.

OTC-style manual trade entry for off-venue crosses. Generates proper trade capture reports and position updates.

Spot trading on Bybit with multi-execution message support. Bybit sends multiple fills in a single message — handled correctly.

Reference data, accounts, gateways, and instruments distributed via event streams. All services read from the queue — no database dependency for hot-path config.

Secure authentication with Google, GitHub, and password login. JWT tokens with role-based authorities.

Aggressive orders routed to the venue with the best price across all connected exchanges. Configurable per client and per instrument.

Time-weighted average price algo that slices parent orders across configurable intervals. Strategies survive restarts — state is persisted and resurrected on reboot.

Dedicated Binance WebSocket service for real-time book and trade feeds, separate from the order gateway.

Orders validated and rounded to venue-specific lot sizes and tick sizes before submission. No more rejected orders from size mismatches.

New users get an account automatically on first JWT login. Accounts, entities, and gateway configs can be created at runtime.

HMAC-based API key/secret pairs for programmatic access. Keys stored as salted hashes — never plaintext.

Order entry, cancellation, position sync, and reject parsing on Coinbase.

Full-featured exchange simulator for client onboarding, sandbox testing, and development. Supports fills, rejects, positions, and WebSocket connectivity — no live venue needed.

Live order updates, position changes, market data quotes, and notifications streamed over WebSocket. Subscribers only receive events for their accounts.

Place orders, cancel, check positions, get price quotes, and run RFQs — all via Telegram. Live updates pushed over WebSocket.

Full API surface for orders, positions, trades, instruments, accounts, and users. Paged responses, validation, and auto-generated OpenAPI spec.

React-based trading frontend with AG Grid tables, TradingView charts, order entry, positions, child orders, and transaction history. Real-time streaming via WebSocket.

Entities (legal entities / firms) contain accounts. Accounts have counterparties, venues, and routing rules. Full CRUD via API.

Positions tracked per account with locked and free breakdown. Updated on fills, deposits, withdrawals, and expired orders.

Orders stay in pending-cancel state until the venue explicitly confirms. No optimistic cancellation that can desync state between Virtex and the exchange.

Spans propagated across all services for end-to-end distributed tracing. See exactly where time is spent from order submission to venue fill.

Full support for limit orders, market orders, and immediate-or-cancel with time-in-force handling.

Client-facing parent orders automatically spawn venue-specific child orders. Fills, cancels, and status changes cascade correctly. Supports three-level chains for broker routing.

Assets, instruments, and venue-specific listings sourced from CCDATA. Full mapping between venue symbols and canonical symbols across the platform.

Stream historical and live order book data across all supported venues. Handles subscriptions, reconnection, and replay.

Full order lifecycle on Binance Spot — new orders, cancellations, WebSocket streaming for fills, and commission tracking. Native integration, no third-party dependencies.

All internal messages use FIX 5.0 semantics for consistency. NewOrderSingle, ExecutionReport, OrderCancelRequest — a standard protocol from order entry to venue.

All order state transitions happen on a single thread with no locks. Guarantees deterministic replay and sub-microsecond processing latency.

The entire order management system is built on an immutable event log. Every order, fill, cancel, and position change is recorded. The system can be fully replayed to reconstruct identical state.

Virtex runs on private server infrastructure from day one — no shared cloud tenancy. The base deployment pipeline, environment configuration, and CI/CD scaffolding are live.