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Finance / Scanner · V1.4 · SHIPPED DEC 2024

Lumen Scanner

A live order-flow scanner that reads the tape by volume.

LAUNCH LUMEN SCANNER → This is my interpretation. The button above opens the live front-end built in the product's own language.
Lumen Scanner
I · Specimen
Lumen Scanner frame 2
II · Detail
Lumen Scanner frame 3
III · Context
Lumen Scanner frame 4
IV · Angle
← drag · scroll to scrub → 4 FRAMES
I · Brief

The problem.

Retail scanners lag by seconds. I wanted one that moves at the same cadence as the tape itself.

II · Build

What I shipped.

What

A live volume-delta scanner with alerts and replay mode.

How

Rust feed-handler, Postgres TimescaleDB, React front-end with D3.

Why

Latency is the whole product. Lumen's p95 is 18ms end-to-end.

III · Counted Representative figures. Actual client metrics are under NDA.
Active users
3,210
Ticks processed / day
184M
Avg. query p95
18ms
IV · Specs

The stack.

Technology
  • Rust
  • WebSocket
  • Postgres
  • React
  • D3
Colophon
Team size
1
Category
Finance / Scanner
Version
V1.4
Shipped
Shipped Dec 2024
V · Changelog
  • V1.4
    Dec 2024
    Replay mode, per-symbol alerts.
  • V1.0
    May 2024
    First live market session.
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