Algorithmic trading,
at machine speed
WanoTrading ingests MBO/L3 market data at 1M+ events/sec via Rithmic, stores everything in ClickHouse, and serves AI-driven signals with sub-100ms latency. From tick to decision — zero compromise.
Two apps. One mission. Zero latency.
WanoTrading splits ingestion and intelligence into two independent systems connected by ClickHouse. No coupling, no compromise.
High-Performance Ingestion
Go workers connect directly to Rithmic with one worker per symbol. Parse MBO/L3 data and write to ClickHouse at 200k–1M events/sec with sub-5ms tick-to-DB latency.
Time Series at Scale
ClickHouse columnar storage compresses billions of rows and returns queries in under 1 second. The single bridge between ingestion and intelligence — no other dependency.
AI Decision Engine
PyTorch models trained on local GPU — zero cloud cost. Feature engineering on volume imbalance, order flow toxicity, and iceberg detection. FastAPI serves signals in under 100ms.
Built for speed, not convenience
Every component chosen for raw performance. No GIL, no single thread, no cloud dependency.
MBO/L3 Ingestion
Full market-by-order data from Rithmic. Every bid, ask, and trade captured at wire speed with zero data loss.
ClickHouse Storage
Columnar time series optimized for billions of ticks. Sub-second queries on historical data with extreme compression.
Go Workers
One goroutine per symbol, no GIL, no shared connections. Designed for 200k–1M events/sec across 20+ futures.
Feature Engineering
Volume imbalance, order flow toxicity, iceberg ratio — all computed from raw L3 data for maximum signal extraction.
Real-Time Signals
AI signals overlaid on live charts. Control confidence thresholds per symbol, activate or deactivate models on the fly.
Local GPU Training
Train models on your own hardware. No cloud GPU costs, no data leaving your infrastructure. Full control over your edge.
Ops Dashboard
Monitor workers, events/sec, latency, errors, and disk usage. Start, stop, and restart ingestion per symbol from the UI.
From tick to signal
Five stages, two independent apps, one ClickHouse bridge.
Ingest
Rithmic feeds MBO/L3 data to Go workers — one per symbol, zero contention.
Store
ClickHouse persists every tick with columnar compression. Sub-5ms write latency.
Engineer
Python reads ClickHouse, computes features: volume imbalance, toxicity, iceberg ratio.
Train
PyTorch trains models on local GPU. Export to ONNX for production inference.
Signal
FastAPI serves predictions in <100ms. Trading UI overlays signals on live charts.
Ingest
Rithmic feeds MBO/L3 data to Go workers — one per symbol, zero contention.
Store
ClickHouse persists every tick with columnar compression. Sub-5ms write latency.
Engineer
Python reads ClickHouse, computes features: volume imbalance, toxicity, iceberg ratio.
Train
PyTorch trains models on local GPU. Export to ONNX for production inference.
Signal
FastAPI serves predictions in <100ms. Trading UI overlays signals on live charts.
Stack & instruments
Purpose-built tech stack for futures trading. Each component chosen for raw performance.
20+ futures instruments supported at launch
Built for serious traders
Whether you trade discretionary or systematic, WanoTrading gives you the infrastructure edge.
Discretionary Traders
Overlay AI signals on your existing charts. Set confidence thresholds per symbol, keep full control of execution.
Quant Engineers
Access raw MBO/L3 data in ClickHouse, build custom features, train models on local GPU, deploy via FastAPI.
Trading Desks
Monitor multiple workers, track ingestion health, and get real-time PnL across all active futures positions.
Get the infrastructure edge
WanoTrading is currently in development. Join the waitlist to get early access and trade futures with machine-grade infrastructure.