https://github.com/lueasf/hftrading
HFTrading is a group project about creating a High Frequency Trading Tool in C++ & Python.
https://github.com/lueasf/hftrading
cpp nats python trading websocket
Last synced: about 1 year ago
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HFTrading is a group project about creating a High Frequency Trading Tool in C++ & Python.
- Host: GitHub
- URL: https://github.com/lueasf/hftrading
- Owner: lueasf
- Created: 2025-03-11T12:47:21.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2025-06-09T17:57:25.000Z (about 1 year ago)
- Last Synced: 2025-06-09T18:46:28.751Z (about 1 year ago)
- Topics: cpp, nats, python, trading, websocket
- Language: C++
- Homepage:
- Size: 142 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# HFTrading
[](https://github.com/lueasf/HFTrading/actions/workflows/python-tests.yml)
[](https://github.com/lueasf/HFTrading/actions/workflows/build.yml)
HFTrading is a group project about creating a High Frequency Trading Tool in C++ & Python.
## How to install
Build aeron first:
```bash
cmake --build cmake-build-debug --target aeron
```
On **Windows**, you will need to install Visual Studio. You need a single version of Visual Studio installed or the aeron
build will fail.
You can check your current installation paths with:
```powershell
&(Join-Path ${env:ProgramFiles(x86)} "\Microsoft Visual Studio\Installer\vswhere.exe") -property installationpath
```
## How to run
### Run the Nats server
```bash
docker run -p 4222:4222 -ti nats:latest
```
## Resources
> Prometheus Client
https://prometheus.github.io/client_python/getting-started/three-step-demo/
> WebSocket Lib in C++
https://github.com/boostorg/beast
> NATS server
https://docs.nats.io/running-a-nats-service/introduction/installation
> NATS messaging system
https://github.com/nats-io/nats.c
> Polars a data manipulation lib
https://github.com/pola-rs/polars
> Aeron for UDP transport
https://github.com/aeron-io/aeron