trade-frame

Trading framework

A C++17-based library and framework for high-frequency trading applications.

C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]

GitHub

503 stars
45 watching
159 forks
Language: C++
last commit: about 1 month ago
Linked from 1 awesome list

algo-tradingalpacac-plus-plusdtnfinancefuturesgreekshdf5high-frequency-tradingiqfeedmarket-dataoption-pricingoptionsoptions-tradingphemexrealtime-quotes-datatelegram-bottradingtrading-platformtws-api

Backlinks from these awesome lists:

Related projects:

Repository Description Stars
amor71/liualgotrader A framework for developing and deploying algorithmic trading strategies using machine learning and multiple data feeds. 795
kkuette/tradzqai An environment and framework for training reinforcement learning agents to make trading decisions on cryptocurrency markets. 165
braverock/blotter A package providing infrastructure for building trading systems and simulations by defining transactions, portfolios, and accounts across multiple assets and currencies. 114
barter-rs/barter-rs An event-driven trading framework with tools for live-trading and back-testing systems 1,041
lsgro/quantcomponents A collection of reusable Java components for building quantitative finance and algorithmic trading applications 163
ceruleanacg/quantitative-trading Provides implementations and references for applying quantitative methods to trading strategies using reinforcement learning. 35
asyncalgotrading/aat An asynchronous framework for writing algorithmic trading strategies with support for multiple exchanges and backtesting. 684
blankly-finance/blankly An ecosystem for building, testing, and deploying algorithmic trading strategies across multiple asset classes. 2,172
unageanu/jiji2 A framework for creating automated trading strategies using the OANDA REST API. 241
edtechre/pybroker A Python framework for developing algorithmic trading strategies using machine learning and data science techniques. 2,113
miroblog/tf_deep_rl_trader A trading agent implemented using reinforcement learning and deep neural networks to make optimal stock market trades. 242
lefnire/tforce_btc_trader A Bitcoin trading bot that uses reinforcement learning to automate buy/sell decisions based on historical price data. 819
cinderella-man/igthorn A cryptocurrency trading platform with built-in tools for testing and executing strategies using Elixir. 102
chrism2671/pytrendfollow A systematic futures trading framework using trend following algorithms and interacting with multiple data sources 379
tradingstrategy-ai/trading-strategy A Python framework for developing algorithmic trading strategies on decentralized exchanges. 238