Tickrate

A live market data terminal built in C++17 and Qt6. It connects to Bybit and Binance.US over WebSocket for real-time crypto order flow, and pulls CS2 skin pricing across multiple marketplaces via the OpenSkin API.

All rendering is done through custom QPainter widgets with no QML and no third-party chart libraries, so every pixel is under direct control.

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What it does

Crypto dashboard (Bybit / Binance.US)

Panel	Description
Candlestick Chart	OHLCV candles with VWAP (daily reset), EMA 9/21/50, Bollinger Bands, Cumulative Delta sub-chart, RSI, footprint mode at high zoom, right-click price alerts
DOM Ladder	Bid/ask depth table with cumulative and raw quantity columns, quantity bars scaled to a rolling max, live trade flash
Heatmap	Scrolling price-by-time order book history with intensity-coded resting liquidity
Depth Chart	Cumulative bid/ask step chart with gradient fill and crosshair tooltip
Volume Profile	Session volume by price bin with POC, Value Area High/Low (70% rule)
Time and Sales	Trade tape with EMA-based 5-tier size classification and signed size column
Analytics	Mid price, spread, OFI, Cumulative Delta, clock-skew-adjusted latency, and live OFI/spread charts

CS2 skin dashboard

Panel	Description
Price History	Per-wear line chart (FN/MW/FT/WW/BS) across Steam, Buff, Skinport, CSFloat, and YouPin
Market Stats	Live ask/bid/median per wear across all marketplaces with a market health indicator
Marketplace Listings	Current listings with float value, price, and wear tier
Float Histogram	Float distribution across active listings
Float vs Price Scatter	Scatter plot of float vs price for spotting underpriced listings

Also

• Multi-symbol support: BTCUSDT, ETHUSDT, SOLUSDT, XRPUSDT, plus free-text entry
• One-click exchange toggle: Bybit, Binance.US, or CS2
• Candle history seeded from REST on connect, then streamed live over WebSocket
• Session state (symbol, exchange, interval, window geometry) persisted with QSettings
• Right-click any price level on the candle chart to set an alert: beep + status bar flash on crossing

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Screenshots

Bybit - BTCUSDT live feed (candles with EMA/BB/VWAP, heatmap, order book ladder, time and sales, analytics, depth chart, volume profile)

Binance.US - SOLUSDT live feed (same layout; notable buy-side wall visible in the heatmap)

CS2 - AK-47 Case Hardened (Minimal Wear) (price history, market stats across 5 marketplaces, order depth, volatility metrics, bulk-cost calculator)

CS2 - AK-47 Case Hardened (all wears overlaid, crosshair tooltip active) (Battle-Scarred selected; all five wear lines shown; best-flip arbitrage panel with real P/L)

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Architecture

+--------------------------------------------------------+
|  MainWindow  (orchestrator, 33ms render timer)         |
|                                                        |
|  BybitClient / BinanceClient / OpenSkinClient          |
|  +-- WebSocket -> orderBookUpdated(OrderBookUpdate)    |
|  +-- WebSocket -> tradeReceived(TradeInfo)             |
|  +-- REST (OpenSkin API) -> CS2 prices / history       |
|                                                        |
|  core/Types.h     zero-dependency shared domain types  |
|  OrderBook        bid/ask maps, O(log n) apply/snap    |
|  Analytics        OFI, cumulative delta, latency       |
|                                                        |
|  util/Indicators.h  pure indicator math (header-only)  |
|  +-- computeEma(closes, period) -> vector<double>      |
|  +-- VwapAccumulator  running VWAP, midnight reset     |
|  +-- tradeTier(size, ema, count) -> 1..5               |
|  +-- fpTickSize(price) -> tick grid size               |
|  +-- computeValueArea(binVols) -> POC/VAH/VAL          |
|                                                        |
|  Widgets (all custom QPainter, no QML)                 |
|  -- Crypto ------------------------------------------  |
|  +-- CandlestickWidget   candles, VWAP, EMA, CumDelta  |
|  +-- OrderBookLadder     DOM table                     |
|  +-- HeatmapWidget       liquidity heatmap             |
|  +-- DepthChartWidget    cumulative depth              |
|  +-- VolumeProfileWidget POC / VAH / VAL               |
|  +-- TapeWidget          time and sales                |
|  +-- AnalyticsPanel      OFI + spread charts           |
|  -- CS2 ---------------------------------------------  |
|  +-- CS2PriceChartWidget   per-wear price history      |
|  +-- CS2MarketStatsWidget  ask/bid/median per market   |
|  +-- CS2MarketplaceWidget  live listings               |
|  +-- FloatHistogramWidget  float distribution          |
|  +-- CS2ScatterWidget      float vs price              |
+--------------------------------------------------------+

Crypto data flow:

1. Exchange client receives a WebSocket message and emits a Qt signal
2. MainWindow::onOrderBookUpdated applies the delta to OrderBook, runs Analytics::update, sets m_framePending = true
3. The 33ms render timer fires renderFrame() and pushes snapshots to all widgets
4. Trades fan out immediately to TapeWidget, CandlestickWidget, VolumeProfileWidget, OrderBookLadder, and Analytics

CS2 data flow:

1. OpenSkinClient makes REST calls to api.openskin.dev for per-wear prices and sale history
2. CS2MarketClient manages session state including search debounce and multi-wear lazy loading
3. Price history is converted to Candle vectors via buildCandlesFromSales and handed to CS2PriceChartWidget

Latency adjustment: Raw round-trip is recvTime - eventTimeMs. A rolling minimum over 60 samples estimates the static clock skew between local and exchange clocks. Adjusted latency subtracts that minimum, giving roughly 0ms at baseline instead of a constant +1200ms offset that tells you nothing useful.

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Build

cmake -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build --parallel

Requires Qt 6.5+ with Widgets, Charts, WebSockets, Network, and Test.

Tests

cd build && ctest --output-on-failure

Suite	Tests	Covers
test_orderbook	14	Delta/snapshot correctness, one-sided book (CS2 mode), sort order
test_analytics	18	OFI sign/magnitude, spread bps, book imbalance, cumulative delta, latency skew
test_cs2candles	15	buildCandlesFromSales: OHLCV binning, ISO timestamp parsing, unix timestamp parsing
test_cs2skin	20	stripWear/wearIndex for all 5 wear tiers, edge cases, wear constants
test_indicators	39	EMA seeding/convergence, VWAP accumulation/midnight reset, trade-size tiers, footprint tick size, Value Area POC/VAH/VAL

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Design notes

• Custom QPainter widgets: no QML, no third-party chart libraries. Every pixel is owned, which keeps latency and redraw predictable.
• Render timer decoupling: incoming WebSocket data sets a m_framePending flag; the 33ms timer coalesces bursts so widgets never redraw more than ~30fps regardless of tick rate.
• core/Types.h: zero-dependency shared domain types (PriceLevel, TradeInfo, Candle, etc.) that both the UI and network layers include without creating circular dependencies.
• util/Indicators.h: all pure indicator math (EMA, VWAP, tier classification, value area) in a header-only file with no Qt or widget dependency, making it straightforward to test in isolation.
• Clock-skew-adjusted latency: rolling minimum subtraction removes the static offset between exchange and local clocks, so the displayed latency reflects actual network conditions.
• VWAP using typical price: (H+L+C)/3 * volume, accumulated from UTC midnight, reset each session.
• EMA seeded from index 0: exponential warm-up instead of SMA seeding keeps the indicator consistent when historical candles are loaded from REST.
• Value Area tie-break: always expand high when both sides are equal, matching standard volume profile convention.