Top 4 C++ Option Projects

clipp

0 1,167 0.0 C++

easy to use, powerful & expressive command line argument parsing for modern C++ / single header / usage & doc generation
Lyra

2 457 4.0 C++

A simple to use, composable, command line parser for C++ 11 and beyond (by bfgroup)
InfluxDB

www.influxdata.com sponsored

Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
trade-frame

14 424 9.0 C++

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 ]

Project mention: Automated Trading | /r/options | 2023-06-11

I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....

argumentum

1 192 6.6 C++

C++ command line parsing library

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).