Is C# viable for high-frequency trading infrastructure? Today, I prove it is. I’m demonstrating a fully functional connection to Rithmic Trader Pro that manipulates Level 2 Order Book data without the headache of unmanaged C++ code.
What you’ll learn in this dev log:
API Interop: How to connect managed code (.NET) to Rithmic’s native libraries.
Architecture: Why you must separate your execution engine from your UI (WinForms/WPF failures).
Routing: How to handle multiple strategies through a single Rithmic connection.
The Legal Wall: Why I can’t release the source code (ToS issues) and the future of my “Quant Math” teaching.
Whether you are building a bot for Crypto or Futures, these architectural lessons are universal.
Resources:
In the world of algorithmic and quantitative trading, the gap between theoretical strategy and execution infrastructure is often a chasm that takes years to cross. On December 12, 2025, Bryan from QuantLabsNet.com announced a significant milestone in this journey: a successful, stable implementation of the Rithmic API using .NET/C#, capable of handling Level 2 order book data and complex execution strategies.
This breakthrough, achieved after weeks of intensive quant development/coding and decades of programming experience, highlights the specific challenges of modern trading APIs. It brings to light the friction between user interface design and backend stability, the architectural necessities of single-socket connections, and the stringent legal realities of proprietary trading technologies.
