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

Hello all, longtime lurker. For the past several months I've been building a personal side project called Sentinel, which is an open source trading / market microstructure and order flow terminal. I use Coinbase right now, but could extend if needed. They currently do not require an api key for the data used which is great. https://preview.redd.it/12k6h78x65pg1.png?width=1920&format=png&auto=webp&s=757f41b68627a496cef5179aa7fb3d86b2903b3b The main view is a GPU heatmap. I use TWAP aggregation into dense u8 columns, with a single quad texture, and no per-cell CPU work. The client just renders what the server sends it. The grid is a 8192x8192 (insert joke 67M cell joke) and can stay at 110 FPS while interacting with a fully populated heatmap. I recently finished the MSDF text engine for cell labels so liquidity can be shown while maintaining very high frame rates. There's more than just a heatmap though: * DOM / price ladder * TPO / footprint (in progress) * Stock candle chart with SEC Form 4 insider transaction overlays * From scratch EDGAR file parser with db * TradingView screener integration (stocks/crypto, indicator values, etc.) * SEC File Viewer * Paper trading with hotkeys, server-side execution, backtesting engine with AvendellaMM algo for testing * Full widget/docking system with layout persistence * and more The stack is C++20, Qt6, Qt Rhi, Boost.Beast for Websockets. Client-server split with headless server for ingestion and aggregation, Qt client for rendering. The core is entirely C++ and client is the only thing that contains Qt code. The paper trading, replay and backtesting engine are being worked on in another branch but almost done. It will support one abstract simulation layer with pluggable strategies backtested against a real order book and tick feed as well as live paper trading (real $ sooner or later), everything displayed on the heatmap plot. Lots of technicals I left out for the post, but if you'd like to know more please ask. I spent a lot of time working on this and really like where it's at. :) Lmk what you guys think, you can check it out here: [https://github.com/pattty847/Sentinel](https://github.com/pattty847/Sentinel) Here's a video showing off some features, a lot of the insider tsx overlays, but includes the screener and watch lists as well. https://reddit.com/link/1rxust5/video/w50anspt15pg1/player [MSDF showcase](https://reddit.com/link/1rxust5/video/7e2hvigk55pg1/player) [AvendellaMM Paper Trading \(in progress\)](https://reddit.com/link/1rxust5/video/afwl7mnb65pg1/player)