HFTrading

HFTrading is a group project about creating a High Frequency Trading Tool in C++ & Python.

How to install

Build aeron first:

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:

&(Join-Path ${env:ProgramFiles(x86)} "\Microsoft Visual Studio\Installer\vswhere.exe") -property installationpath

How to run

Run the Nats server

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