C++ algo-trading

Open-source C++ projects categorized as algo-trading

Top 4 C++ algo-trading Projects

algo-trading
  1. aat

    Asynchronous, event-driven algorithmic trading in Python and C++ (by AsyncAlgoTrading)

  2. JetBrains

    Tell us how you use coding tools. You may win a prize! Are you a developer or a data analyst? Share your thoughts about your coding tools in our short survey and get a chance to win prizes!

    JetBrains logo
  3. ccapi

    A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.

    Project mention: Claude Code IDE Integration for Emacs | news.ycombinator.com | 2025-08-06

    I work for a medium-sized proprietary/discretionary fund. AFAIK the principles trade all kinds of stuff, macro stuff. My current job is tuning up the execution on the cryptocurrency adjacent desk, but not like blockchain stuff, it's somewhere in between OG crypto trading stuff and like Wall St. HFT circa 2006-2010 depending on how you measure, it's in the "kernel bypass matters but FPGAs are still exotic" sort of regime, some of it is legacy REST APIs still but FIX 4.2 SBE and other real finance protocols (and real banks and stuff) are starting to be a part of the ecosystem.

    I aspire to be a lot faster than this stuff (I've built faster stuff than this) but this is quite a good library (amazingly good by OSS standards, good stuff in this area is rarely OSS, props to the maintainers): https://github.com/crypto-chassis/ccapi, in particular this library does a really good job of being correct across a lot of surface area, it's serious people doing it, and there are forks of it that use DPDK floating around.

    If by who's paying for it you mean the big Anthropic bill? My boss's boss is pretty enlightened about the fact that learning how to use AI well is expensive, so when I'm on a tight schedule I get a pretty forgiving budget for the model fees. It's a pretty serious perk in the sense that it's really expensive to master using these things :)

  4. trade-frame

    C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.

  5. roq-api

    C++ interfaces used to communicate with Roq's market gateways.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

C++ algo-trading discussion

Log in or Post with

C++ algo-trading related posts

  • Where to find Experienced IBKR python/REST API programmers?

    1 project | /r/algotrading | 10 Apr 2021

Index

What are some of the best open-source algo-trading projects in C++? This list will help you:

# Project Stars
1 aat 740
2 ccapi 664
3 trade-frame 581
4 roq-api 484

Sponsored
Tell us how you use coding tools. You may win a prize!
Are you a developer or a data analyst? Share your thoughts about your coding tools in our short survey and get a chance to win prizes!
surveys.jetbrains.com

Did you know that C++ is
the 7th most popular programming language
based on number of references?