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lightning-trader

介绍

lightning-trader轻量级期货量化开发库,适合高频交易,提供了通用的C语言接口供其他语言调用,以下是基于lightning-trader的多语言封装

软件架构

lightning-trader框架自下而上分3层架构(lightning.dll)

  • 最底层是ctpapi以及高频测试用的高精度模拟器
  • 中间层基于交易通道,封装了对订单的一系列处理逻辑,封装了共享内存使用逻辑,统一的事件机制,线程绑核,以及一个记录器
  • 上层提供了C语言接口方便其他语言接入和集成

输入图片说明

线程模型

lightning-trader专为高频设计,采用3线程模型;

  • 一个主线程控制程序流程;
  • 一个低延时线程开启fast_mode以后会绑定的CPU,执行高频量化策略;
  • 一个高延时线程负责做一些订单记录通知等功能

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使用文档

  1. 官方wiki:点击这里
  2. 知乎架构设计

参与贡献

  1. Fork 本仓库
  2. 新建 Feat_xxx 分支
  3. 提交代码
  4. 新建 Pull Request

特技

  1. 使用 Readme_XXX.md 来支持不同的语言,例如 Readme_en.md, Readme_zh.md
  2. Gitee 官方博客 blog.gitee.com
  3. 你可以 https://gitee.com/explore 这个地址来了解 Gitee 上的优秀开源项目
  4. GVP 全称是 Gitee 最有价值开源项目,是综合评定出的优秀开源项目
  5. Gitee 官方提供的使用手册 https://gitee.com/help
  6. Gitee 封面人物是一档用来展示 Gitee 会员风采的栏目 https://gitee.com/gitee-stars/

lightning-trader's People

Contributors

vbangle avatar

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