OpenTrade is an open source OEMS, and algorithmic trading platform, designed for simplicity, flexibility and performance.

Demo

• Built on C++17
• Strictly follows Google C++ Style Guild
• Multi-level account functionality
• Super simple API interfaces for market data adapter, exchange connectivity and execution/alpha algo
• Multi-source market data support, e.g., different FX pricing sources
• Pre-trade risk limits on multi-level accounts
• Post-trade risk integrated with OpenRisk
• Multi-theme web frontend
• Fully thread-safe design, everything can be modified during runtime, e.g., reload symbol list, modify tick size table, lot-size, exchange timezone and trading/break period etc.
• Built-in execution simulator
• Simple configuration

• Compile

  • Prepare dev environment.

  sudo apt update \
  && sudo apt install -y \
    g++  \
    make \
    cmake \
    clang-format \
    clang \
    python \
    python-dev \
    vim \
    exuberant-ctags \
    git \
    wget \
    libssl-dev \
    libboost-program-options-dev \
    libboost-system-dev \
    libboost-date-time-dev \
    libboost-filesystem-dev \
    libboost-iostreams-dev \
    libsoci-dev \
    libpq-dev \
    libquickfix-dev \
    libtbb-dev \
    liblog4cxx-dev

  • Build

  git clone https://github.com/opentradesolutions/opentrade
  cd opentrade
  make debug

• Setup database

  sudo apt remove --purge postgres*
  sudo apt autoremove
  sudo apt install -y postgresql-10 postgresql-contrib postgresql-client
  wget https://github.com/opentradesolutions/data/raw/master/opentrade-pg_dumpall.sql
  sudo -u postgres psql -f opentrade-pg_dumpall.sql postgres

• Run opentrade

  • Download tick data files

  cd opentrade
  wget https://raw.githubusercontent.com/opentradesolutions/data/master/bbgids.txt
  wget https://github.com/opentradesolutions/data/raw/master/ticks.txt.xz.part1
  wget https://github.com/opentradesolutions/data/raw/master/ticks.txt.xz.part2
  cat ticks.txt.xz.part1 ticks.txt.xz.part2 > ticks.txt.xz
  xz -d ticks.txt.xz

  • Run

  cp opentrade.conf-example opentrade.conf
  ./opentrade

• Open Web UI

  # username/password: test/test
  http://localhost:9111
  

we prepared Dockfile-dev for you.