Ubucuruzi bwa HFT niki, ingamba ningaruka, algorithms

Ubucuruzi bwihuta cyane – icyo aricyo, uko HFT ikora, ingamba nyamukuru zo gucuruza inshuro nyinshi. Niba warigeze kwiga ibiranga
ubucuruzi bwa algorithmic , noneho ushobora kuba warumvise ikintu nkubucuruzi bwa HFT. Imibare ivuga ko kimwe cya kabiri cy’ubucuruzi ku isoko ry’Amerika bikorwa binyuze muri HFT. None gucuruza inshuro nyinshi ni iki? Suzuma muri iyi ngingo.

Ubucuruzi bwa HFT – niki, amakuru rusange

Ubucuruzi Bwinshi Bwinshi ni ubwoko bwubucuruzi bwa algorithmic burangwa nigihe gito cyo gufata, umuvuduko mwinshi nigicuruzwa kinini. Mudasobwa zikomeye zikoreshwa mubucuruzi, zikora umubare munini wubucuruzi buri segonda. Mubisanzwe ibi ni bito bito bigufasha kugerageza isoko. Ubucuruzi bwa HFT bufitanye isano itaziguye n’umuvuduko. Uburyo buragufasha gukurikirana nimpinduka ntoya mubiciro, kimwe nubudasa hagati yibiciro kumavunja menshi. Ubucuruzi bwihuta cyane bukoreshwa mububiko, ifaranga nandi masoko. Ariko vuba aha nayo yakoreshejwe mubucuruzi bwa crypto, kuko igufasha gukora ibicuruzwa byinshi mumasegonda imwe gusa, biguha amahirwe yo gushora imipaka. Hariho serivisi zidasanzwe zitanga urubuga rwubucuruzi rwa HFT kubashoramari.

Uburyo sisitemu ya HFT ikora

Urufunguzo rwo mu rwego rwo hejuru ubucuruzi bwa HFT ni automatike yuzuye. Ariko, ibi ntibisobanura ko ubu buryo bubereye buri wese. Mudasobwa zikoreshwa mubikorwa byubucuruzi zateguwe kugirango zakira algorithm igoye. Bahora basesengura izamuka ryibiciro kugeza kuri milisegonda. Algorithms yakozwe ninzobere kugirango mudasobwa zishobore kumenya imbarutso niterambere ryikura cyangwa kugabanuka mugihe. Mubisanzwe ibyo byifuzo ntibigaragara kubandi bacuruzi, ndetse nabafite uburambe bunini. Ukurikije isesengura, porogaramu zihita zifungura imyanya myinshi kumuvuduko mwinshi. Intego nyamukuru yumucuruzi ni ukuba uwambere wunguka mubyerekanwe na algorithm.

Ni ngombwa! Ntabwo tuvuga gusimbuka gukomeye kubiciro, ahubwo ihindagurika ryigihe gito rigaragara iyo abakinnyi bakomeye binjiye ku isoko.

Ubucuruzi bwihuta cyane ku kuvunja ntibushobora gukoreshwa gusa ku isoko ryimigabane isanzwe, ariko no ku isoko ryibanga. Ariko, ntabwo abantu bose bashobora gukoresha algorithms neza. Ibishoboka byo gukoresha NFT hano ni kimwe no mumasoko asanzwe. Ariko birakwiye ko twibuka ko ibiciro byifaranga bihindagurika cyane, bityo hakaba hari ingaruka nyinshi kumasoko ya crypto. Ariko, kubwibyo, hari amahirwe menshi yo kubona. Icyitonderwa! Gukusanya ni bumwe mu buryo bwa NFT butuma winjiza amafaranga. Ikoreshwa mugihe aho seriveri yubucuruzi iherereye hafi yikigo gitunganya amakuru. Nibyiza mugihe seriveri iherereye ahantu hamwe no guhana – ibi bigufasha kohereza amakuru hafi ako kanya. Gutinda mugihe cyumucuruzi usanzwe ntacyo bitwaye.

Ni izihe ngamba na algorithms zikoreshwa mubucuruzi bwa HFT

Hariho uburyo bwinshi butuma ushobora kubona amafaranga kumasezerano yihuse. Reka dusuzume bimwe muri byo.

Kwamamaza

Ingamba zerekana gutanga ibicuruzwa byinshi kumpande zombi zigiciro – hejuru iyo imigabane igurishijwe, kandi iyo iguzwe. Turabikesha, isoko yisoko iragaragara, kandi abacuruzi bigenga basanga “aho binjirira” byoroshye. Naho umucuruzi wa NFT, muriki gihe yinjiza kubitangwa no gukwirakwizwa. Niba ibikoresho byimari bizwi, noneho bimaze kugira isoko ryinshi kumasoko. Ariko hamwe nubworoherane buke, ntabwo byoroshye cyane ko umucuruzi abona umuguzi.
Niba umushoramari yaguze umutekano muke, ntabwo azashobora kugurisha vuba. Tugomba gutegereza umuguzi. Cyangwa utange impapuro ku giciro gito ku mucuruzi wa HFT, ariko ubungubu. Turabikesha, abacuruzi ba HFT binjiza ku mpapuro. Na none, abakora isoko barashobora kwakira komisiyo yinyongera ivunjisha kugirango habeho isoko ryisoko.

Ubukemurampaka

Igisobanuro cyubu buryo nugushakisha itandukaniro ryibiciro kurubuga rutandukanye. Ni ukuvuga, umucuruzi yinjiza ubusumbane bwibiciro hagati yibikoresho cyangwa amasoko bifitanye isano. Algorithms igufasha kubona isano hagati yibikoresho bitandukanye byimari, kandi ukayishakira amafaranga. Urugero rwiza ni ikigega nigihe kizaza. Ubundi buryo bwo guhitamo ni ugutinda ubukemurampaka. Umucuruzi muriki kibazo yinjiza hakiri kare amakuru. Kugera kumakuru yingenzi mbere gato yabandi bakinnyi kandi bigaha umucuruzi amafaranga yinjiza. Kugirango ubone amakuru nkaya, seriveri iherereye hafi yamakuru yikigo cyo guhana.

Ignition pulse

Rimwe na rimwe, abashoramari ba HFT bashishikariza abitabiriye isoko gucuruza ejo hazaza, bitera izamuka ryibiciro. Urugero rwiza ni ukuzamuka kwa manipuline nini yagaragaye ku isoko ryimigabane muri 2012. Ibikoresho bigurishwa kumahuriro atandukanye birashobora guhuzwa. Ibi bivuze ko iyo igiciro kumavunja imwe gihindutse, igiciro kurundi kuvunja nacyo kirahinduka. Ariko, amakuru ntatangwa ako kanya. Kurugero, hari kilometero zirenga 1200 cyangwa milisegonda 5 hagati yimigabane ya Chicago na New York. Ibi bivuze ko robot ikorera i New York itazamenya ibibera i Chicago kuri milisegonda eshanu. https: Muri iki gihe, igiciro cyigihe kizaza gishobora kuba gitandukanye nigiciro cyimigabane. Na none, umucuruzi arashobora kubona amafaranga meza kuriyi ihindagurika. Niki HFT niyihe mirimo abaterankunga & injeniyeri bakemura – ubucuruzi bwihuse cyane mubikorwa bigezweho: https://youtu.be/662q9FVqp50

Niki software ikenewe

Hariho inzira ebyiri zo kwinjira mubucuruzi bwihuse. Kandi inzira yambere nukubona broker yabigenewe. Niba ubu buryo budakwiriye kandi umucuruzi ashaka kumenya gucuruza inshuro nyinshi wenyine, urashobora kugura ibikoresho bidasanzwe hanyuma ugashyiraho software ikomeye. Hano hari byinshi bitangwa kumasoko muriki cyerekezo.

1. Ubwa mbere, hitamo ingamba uzakurikiza. Umushinga wa software azakugurisha gahunda yonyine. Ariko ugomba guhangana n’ibimenyetso, algorithms n’ingamba wenyine.
2. Witegure kugiciro kinini. Birashoboka cyane, ugomba kwishyura serivisi za broker, interineti ihamye, gukusanya.

Mbere yuko utangira kubona amafaranga, gahunda zizakenera gushyirwaho. Nkibikoresho, abahanga basaba kugura ibintu byihuta – urugero, icyambu cya Arista 24. Niba ibikoresho nkibi bikoreshwa, noneho gutinda kwicyambu kugera ku cyambu bizaba nanosekond 350. Urashobora kandi gukoresha switch kuva Blade Networks, ifite igiciro cyingengo yimari, ariko mugihe kimwe ikora kuri Fulcrum ASIC. Umucuruzi azakenera kandi ikarita y’urusobe rufite umushoferi wa byernel bypass. Kurugero, birashobora kuba 10G-PCIE2-8C2-2S umuyoboro wumuyoboro wa Myricom kuri traffic UDP. Sisitemu ya Chronos irasabwa nka software yihuta. “Custom” verisiyo ya Gentoo Linux irakwiriye. Muri ba broker, ITI Capital irazwi cyane. Guhuza birashoboka muburyo bubiri:

1. Ihuza ritaziguye (DMA).
2. SMARTgate.

Kugira ngo ukoreshe uburyo bwa mbere, ukeneye software ishobora guhuza no guhana. Igomba kugira imbaraga zibikoresho zikwiye. Imbaraga zibyuma zirashobora kugaragara kuri ecran.
Urashobora gukoresha ubu buryo muburyo butandukanye:

• Hamwe na VPN.
• Gukodesha seriveri isanzwe kuva ITI Umurwa mukuru.
• Gushyira seriveri muri zone yubuntu. Seriveri y’abakiriya iherereye ahantu hamwe muri DataSpace data center, ariko ntabwo iri ahantu hateraniye, ariko mumazu aturanye. Ihitamo rihendutse cyane.
• Gushyira umukiriya wa seriveri mukarere kegeranye.

Kubijyanye nuburyo bwa kabiri, SMARTgate ni seriveri igabanya porogaramu yashyizwe hagati
ya robo yubucuruzi n’irembo ryo guhana. Bitewe nubu buryo, umukiriya arashobora gucuruza kuri konte imwe, binyuze mumihuza kumasoko yose yu Isoko rya Moscou.
Kugirango ugere kuri konte kuri uku guhana, ugomba gukanda ahanditse “Fungura konti” mugice cyo hejuru cyiburyo.
Sisitemu izagusaba kwinjiza numero yawe ya terefone igendanwa na aderesi imeri. Uzakenera kandi kugenzura nimero yawe ya terefone.
Nyuma yibyo, umukiriya azasabwa kwinjiza amakuru yuzuye kuri we – nimero ya terefone na aderesi imeri, ibisobanuro bya pasiporo na TIN. Mugusoza, uzakenera gusinya amasezerano ukoresheje SMS.
Ibisobanuro birambuye kuburyo wakoresha itumanaho bizoherezwa kuri imeri yawe. Kugirango ushyireho terminal, kanda ahanditse “Gukuramo”. Ubundi kwishyiriraho bizaba byoroshye kandi bisobanutse.
Sisitemu izasaba izina ryibanga nijambo ryibanga – aya makuru azaza hamwe no gukuramo imiyoboro yawe. Nyuma yibyo, terminal izashyirwa kuri mudasobwa.

Ibyiza n’ibibi byo gucuruza HFT

Nubwo ubucuruzi bwumurongo mwinshi bwakoreshejwe kumasoko yisi kuva kera, imyumvire kuri yo ntisobanutse. Kubwibyo, dusuzumye ibyiza nibibi byubu buryo. Ibyiza birimo:

1. Kongera umuvuduko mubikorwa byo gukora transaction.
2. Kwiyongera mubucuruzi.
3. Kugabanya isoko-gusaba gukwirakwira.
4. Kongera imikorere yibiciro.

Ariko hariho n’ibibi:

1. Bitewe nubucuruzi bwinshyi nyinshi, ihindagurika kumasoko riba ryinshi, kubera ko tubikesha abacuruzi benshi ba HFT binjiza.
2. Abashoramari bakorana nubucuruzi bwumurongo mwinshi binjiza amafaranga yabakinnyi bato.
3. Rimwe na rimwe, ubu bwoko bwinjiza bujyanye nubucuruzi bwabujijwe – urugero, gutondeka cyangwa kunyereza.

Ubucuruzi bwabujijwe burimo gukoresha isoko ryikora ryemerera kurenza abandi bakinnyi. Spoofers ishyira ibicuruzwa byinshi kuruhande rumwe rwigitabo cyateganijwe, kuburyo bisa nkaho hari abashoramari benshi kumasoko bashaka kugura cyangwa kugurisha umutungo. Gukoresha manipulators ubanza gukora umubare munini wibyateganijwe, hanyuma ukabihagarika – ibi biganisha kukuba igiciro cyumutungo kizamuka cyangwa kigabanuka cyane. Ubucuruzi bwumurongo mwinshi (uhereye mucyongereza “HFT, Ubucuruzi bwihuta cyane”) – niki, algorithms ningamba zikoreshwa: https://youtu.be/Rc3GsNv1ffU

Ni ibihe bihe kandi ninde ushobora gukoresha ubucuruzi bwa HF

Umuntu wese arashobora gukoresha ubu bwoko bwinjiza, kuva algorithms yagaragaye ubu umuntu wese ashobora kugura. Ariko abatangiye bagomba kwitonda cyane. Ubu buryo burakwiriye cyane cyane kubashoramari b’ibigo bumva isoko kandi bashoboye guhangana n’izamuka ry’ibiciro bitunguranye. Mbere yo kujya mubucuruzi bwihuse, nibyiza kugerageza ukuboko kwawe mubucuruzi busanzwe no kunguka uburambe kugirango utangire kumva isoko. Birashobora kuba byiza gutangirana nubucuruzi
bwumunsi , hanyuma hanyuma ukerekeza kuri HFT.

Ibibazo n’ibisubizo

Nigute ushobora guhinduka umucuruzi wa HFT? Urashobora kugirana amasezerano na broker, cyangwa kugura software yawe.
Nigute ingamba zo Kwamamaza zikora? Umushoramari ashyiraho gahunda yo gutumiza kumpande zombi zigiciro. Ku itandukaniro ryibi biciro kandi hari inyungu.
Gukusanya ni iki? Ubu ni bumwe mu buryo bwa HFT, iyo seriveri ishyizwe hafi yamakuru yo guhana. Ibi biragufasha kugabanya igihe gikoreshwa mugukwirakwiza amakuru. Ubu buryo bukoreshwa muburyo bwinshi bwo gucuruza cyane.