C++ Hft

Open-source C++ projects categorized as Hft

Top 7 C++ Hft Projects

  • kungfu

    Kungfu Trader

    Project mention: kungfu: NEW Extended Research - star count:2777.0 | reddit.com/r/algoprojects | 2023-02-04
  • wondertrader


    Project mention: wondertrader: NEW Extended Research - star count:1638.0 | reddit.com/r/algoprojects | 2023-05-06

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  • roq-api

    Used by trading strategies to communicate with Roq's market gateways or Roq's simulator. [C++20] [Interface]

    Project mention: roq-api: NEW Extended Research - star count:377.0 | reddit.com/r/algoprojects | 2023-04-29
  • roq-samples

    Demonstrates how Roq's API can support different use-cases. [C++20] [Examples]


    Cross Exchange/Hedged market making Trading Bot in C++

    Project mention: Looking for feedback on architecture/software design decisions for high frequency trading system in C++ | reddit.com/r/algotrading | 2023-02-26
  • DistributedATS

    DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over OpenDDS

    Project mention: Low-latency Systems Experience and Side Projects | reddit.com/r/algotrading | 2022-11-19

    Several open-source projects can give you a head start. QuickFIX https://github.com/quickfix/quickfix FIX is the ABC of electronic trading. FIX is not a low-latency protocol, but it covers all aspects of electronic trading, from authentication to market data to order entry to post-trade reporting. Every trading venue supports FIX, so you must be familiar with it. QuickFIX provides FIX Server and Client implementations for all versions used on the street and python wrappers for all components. LiquiBook https://github.com/enewhuis/liquibook LiquiBook is an example of a low-latency matching engine. This project should give you an idea of how exchange matches orders. Itch-order-book https://github.com/charles-cooper/itch-order-book Itch-order-book is an example of a low-latency code to process market data. This project is an example of how to process millions of order book changes per second. ITCH is a low-latency market data protocol used by NASDAQ DistirbutedATS https://github.com/mkipnis/DistributedATS DistirbutedATS integrates QuickFIX and LiquiBook to create a simple yet functional exchange. DistributedATS is my experimental project so let me know if you have any questions.

  • order-warehouse

    Concept for a persistent storage engine for a large-scale trade order-book data warehouse

    Project mention: Storage engine for order book snapshots | reddit.com/r/algotrading | 2022-12-15
  • InfluxDB

    Access the most powerful time series database as a service. Ingest, store, & analyze all types of time series data in a fully-managed, purpose-built database. Keep data forever with low-cost storage and superior data compression.

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). The latest post mention was on 2023-05-06.

C++ Hft related posts


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

Project Stars
1 kungfu 2,861
2 wondertrader 1,896
3 roq-api 388
4 roq-samples 137
6 DistributedATS 31
7 order-warehouse 2
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