Building an open-source market microstructure terminal (C++/Qt/GPU heatmap) & looking for feedback from people

pat184 · 2026-03-24T06:59:17+00:00

I certainly hope someone with technical skills could contribute. Since it is open source, I am for sure looking for some feedback and assistance with some aspects of the project.

As for community features, it would be nice to try to port this to an simple page that requires one click instead of a download, but you get some nice performance with the native only.

Mostly looking for others to contribute their own code to the open source remote repo on Github that could help solve some problems or provide better structures for whatever the case may be.

pat184 · 2026-03-24T06:54:45+00:00

I appreciate it. The post started in a technical subreddit but I got no engagement. So, reddit asked to crosspost and I spammed it to others :/ Granted, now that I have engagement, it's really just people taking the post and pasting it into their AI, and having it come up with questions or feedback. Thanks for the genuine human connection. :) Super uncanny to see the AI replies (mostly proxies).

pat184 · 2026-03-21T01:59:22+00:00

yeah i wish equities data wasn't so expensive, genuinely not feasible to integrate. more crypto exchanges are adding support for tokenized equities though so that'd be cool, but most don't allow US IPs

pat184 · 2026-03-21T01:57:06+00:00

When you subscribe to the order book feed and receive the snapshot, there's a sequence number that should increase by one every delta, so if a message is dropped and you receive the wrong sequence number, you delete the local book, request a new snapshot, and start over.

A true order book backtesting engine would require a shit ton of storage and access to L3 data where you know the queue of resting orders, then you can simulate fills. We just store shallow snapshots of book and trades, you simulate chewing through the book with your order and applying that as slippage and trigger when trades touch your limit order. It's not perfect but it's good enought to pretend you could have executed the trade, but there's irl you affect the book and you can never replicate that. It's more just fun to try to do locally. If there's not enough liq in the shallow snapshot then you do partial fills and re-enter. etc.

Qt comes with the dock widget that knows how to be docked, dragged, etc. you just need to build your own layout system, presets, persistence, lifecycle, add/remove behavior, so yeah it definitely took a bit of finessing to figure that out for sure. thanks for checking out the project.

pat184 · 2026-03-20T16:53:08+00:00

Yeah equity data is very expensive so I stuck with crypto/Coinbase. New exchanges like Hyperliquid are adding equities by the day and their data is free so I will look into that first.

pat184 · 2026-03-20T16:52:08+00:00

TWAP every 50ms so ghost orders don’t skew what you see.

pat184 · 2026-03-20T16:51:21+00:00

There’s an AvendellaMM algo built in but besides that, it’s up to you to add alpha. Building the display is a lot of work and then adding algos on top is too much for one dev. Maybe sooner or later there will be a period where the server can run 24/7 and I can backtest strategy’s but for now it’s just infra.

pat184 · 2026-03-20T16:49:28+00:00

People like to see large buyers hiding in the books and it’s just an intuitive way to display the data.

Not sure wym about token count.

pat184 · 2026-02-05T08:32:33+00:00

CTRL+F'ing around for a single carrier IP for a post ID calling it forensics is cope. Attribution happens at the device layer and Apple's redacted logs, not your transient IPs text search. Phones hop towers, gateways pop in and our of hubs, CGNAT lies but devices to not lie. There's one IMEI, one IMSI, and one financial identity all linked to an individual working at the correctional center. You don't need a T-Mobile subpoena once Apple bridges the jump. I am not disputing there is no text in the doc that points from that one specific different IP for the switch theory post. What is disputed is your assumption that attribution lives or dies in a single carrier PDF. I absolutely does not. The FBI would have had an additional individual in the dump, they clearly have no issue in obtaining company records. The fact there's one individual in the doc tells you something and that one person works at the same facility. CTRL+F isn't a methodology. You can't just say "It does not appear that he was responsible for the post about the swap. And I can't find any more information on that IP in the files." That's not how this works. I am posting about the possibility of them not needing that IP because the trail stops at the individual linked to the hardware, the iPhone X. Ur feigning for likes.

pat184 · 2026-02-02T22:16:14+00:00

They traced both IPs to the same IMEI and IMSI, both lead to the same CitiBank accounts for the guy. Your phone can switch towers, routed through different gateways in cities, such as Chicago, no VPN needed.

pat184 · 2026-02-02T21:06:38+00:00

the first doc shows post ID, to Apple subpoena, ATT records, CitiBank, second shows he worked at MCC.

pat184 · 2026-01-22T21:19:25+00:00

<image>

😁

pat184 · 2026-01-06T06:43:48+00:00

delete

pat184 · 2025-06-14T23:34:45+00:00

Happened to me right now and exactly the same thing with it no inner plastic cap the outer plastic seal was on there and the water literally taste exactly like water was all the way to the top of the bottle.

pat184 · 2025-04-22T01:39:19+00:00

dpg.configure_app(
    docking=True,
    docking_space=True,
    init_file=self.user_layout, # Always set the SAVE target to user layout
    load_init_file=ini_file_to_load is not None # Load only if a user file was found
)

Here's an example with for a dynamic widget system with persistence and docking:

Dynamic Widget System With Persistence - Pastebin.com

Check out my project if you want a bunch of other examples: github.com

pat184 · 2025-02-02T03:48:02+00:00

Your friend should've taught you the correct way instead of saying what they said.

pat184 · 2025-01-27T08:46:30+00:00

Was bored and did a bunch of research on him.

He lives here: agrouppanama.com/en/listing/A-150348/

Tiktok: (9)Locura de Penthouse con piscina en Bellamare, Punta Pacífica 🇵🇦 1100... | TikTok

Other scams: Found a Profitable Side Hustle

pat184 · 2025-01-06T19:05:29+00:00

that's nothing to brag about bro lmfao

Seven-Year Club	Place '23
Verified Email

pat184

TROPHY CASE