Beacon Trading System

Wondering how your trading strategy perform in the real market place? Have an estimate in minutes.Beacon offers true live simulation. Native, binary exchange protocols used throughout.Create tailored datasets. Play them to your algorithm via UDP. Take advantage of the 3-tier risk management system. Execute against a matching engine via TCP that provides comprehensive feedback. Take into account where your strategy is co-located. NASDAQ, NYSE, and CME exchanges are supported. See the full picture!

Beacon's Core Components

• Dataset Generator:
• Dataset Playback:
• Client Algorithm:
• Matching Enging:

Synthetic Market Data

Beacon’s dataset generator is designed for professional quant and HFT users who demand realistic, production-grade simulation. Datasets are created using a hybrid approach:

• Wave and Burst Simulation: Configurable cycles, bursts, and volatility spikes per product, not just simple sine waves.
• Statistical Modeling: Random walks, volatility clustering, and jump diffusion for baseline price and volume.
• Order Book Microstructure: Simulated order arrivals, cancellations, and executions for realistic limit order book dynamics.
• Event-Driven Scenarios: Inject macro events, news-driven volatility, and correlated moves across products.
• Parameter Diversity: Each product can be independently configured for spread, volume, trading frequency, and more.
• Microstructure Noise: Out-of-order messages, missing packets, and exchange quirks for robust algorithm stress-testing.

No historical data is required—Beacon uses domain knowledge and best practices from institutional trading to mimic real-world market behavior. This ensures your strategies are tested against a wide range of realistic scenarios, not just idealized or toy models.

Creating Customized Datasets.

• Configure your own market datasets. Use smart defaults or tailor on a granular level.

Enter as many products as you want. Configure each product's bid-ask spread, volume, bid/ask prices with a weighting system, the percent of messaegs per product in the data set, the product's trading frequency, and much, much more.

• You pick the exchange, and your dataset will be generated into native binary protocol, per each exchange's specifications.
• Create as many datasets as you'd like, specify whatever parameters you'd like.

Market Data Exchange

Beacon comes with a world-class component called "Market Data Playback". This acts as a true market data exchange. It broadcasts the dataset you created to your algorithm via UDP (loopback). Just as an exchange would. No market data ever leaves your trading machine. No networking is involved. But your algorithm receives all the benefits of interacting with a true exchange, sending your data in exchange-specific binary protocol.

• Play your data back in configurable burst and wave intervals.
• Play your data back at different speeds. Stress test your algorithm in real-time.
• Make the exchange "go dark", send you malformed, out of order, or missing packets, so you can prepare for disaster-recovery scenarios.

Client Algorithm

Real Exchange Protocols - Native binary NASDAQ NYSE, and CME used throughout
World-Class Infrastructure - Lock-free, cache-aware, zero-copying. Production Architecture - Matching engine, order book simulation, multi-threaded market data processing
Institutional Features - Risk limits, position tracking, real-time P&L, execution analytics

Plug-In Algorithm Development

Build sophisticated trading strategies with the framework:

class YourStrategy : public AlgorithmBase {
    void onMarketData(const MarketUpdate& update) override {
        // Your trading logic here
        //if (shouldTrade(update)) {
        //    sendOrder(OrderType::LIMIT, 100, update.bid + 0.01);
        //}
    }

    void onOrderAck(const MarketOrder& order) override {
    }

    void onOrderReject(const MarketReject& reject) override {
    }    

    void onOrderFill(const ExecutionReport& fill) override {
        //updatePosition(fill);
    }
};

Included Strategies:

• TWAP - A true Time-weighted average price execution.
• POV - A minimal copy/paste example.

Contact

Bryan Camp
Email: [bryancamp@gmail.com]
LinkedIn: [linkedin.com/in/bryanlcamp]