CascadeCopier
Institutional Futures Engine
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User Manual & Docs

User Guide & Technical Manual

Comprehensive guide for configuring cross-broker matrix copying, risk protection guards, and sub-millisecond execution rules.•Supported Platforms: Rithmic | NinjaTrader 8 | Tradovate•Engine: Native C++ / Rust v1.2.0
💡 Enterprise Copying Architecture: CascadeCopier uses a zero-lock, lock-free memory ring buffer written in C++ and Rust to process socket events simultaneously across all connected trading accounts.

1. Multi-Account Matrix Routing

CascadeCopier allows you to create flexible hierarchical and peer-to-peer account routing structures to suit complex prop firm setups:

1-to-Many Direct Fanout
One Leader account broadcasts instant orders to up to 20+ follower accounts across different brokers.
Cross-Broker Bridge
Trade on NinjaTrader / Tradovate and copy natively into Rithmic (or vice versa) with zero manual intervention.
Mini & Micro Auto-Mapping
Automatic contract conversion: 1 NQ = 10 MNQ, 1 ES = 10 MES, with customizable fractional precision.

2. Copy Modes & Multipliers

For each follower account in your matrix, you can independently specify copying behavior:

A. Normal Direct Mirroring

  • Multiplier 1.0x: Matches order side (Buy → Buy, Sell → Sell) and size exactly.
  • Dynamic Scaler: e.g., 0.2x allows you to scale down large master trades for smaller account sizes or drawdown buffers.

B. Invert / Hedge Mode

Invert mode flips all incoming market orders, limit brackets, and stop losses (Buy → Sell, Sell → Buy). Useful for statistical arbitrage, cross-market hedging, or automated counter-trend strategies.

3. Safety Guard & Risk Protection Engine

Prop firm accounts require strict risk discipline. CascadeCopier features an active hardware-level risk manager:

Auto-Flatten on Broker Disconnection

If a master or follower socket experiences a network timeout or broker disconnect, the Safety Guard immediately cancels working limit orders and can optionally flatten open market positions to protect against wild slippage.

Maximum Slippage & Latency Threshold Guard

Set a maximum allowable price variance (e.g., 2.00 points on NQ). If market volatility causes the follower fill to exceed this threshold, the engine automatically halts execution and emits an audible trader alert.

4. Latency Tuning & Performance Optimization

To maximize execution speed on your local workstation or trading VPS:

  1. Set process priority to Realtime / High in Windows Task Manager.
  2. Ensure your Windows power profile is set to High Performance to disable core parking.
  3. If using VPS, deploy in Chicago Equinix NY4/CH2 locations to minimize physical fiber distance to CME gateway matching engines.