OpenTrade

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

Demo

Features:

Built on C++17
Strictly follows Google C++ Style Guild
Multi-level account functionality
Super simple API interfaces for market data adapter (C++), exchange connectivity (C++) and execution/alpha algo (C++ and Python)
REST and web socket interface
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
Edit and test Python algo online
Backtest
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

Steps to run on Ubuntu 18.04

Compile

Prepare dev environment.

sudo apt update \
&& sudo apt install -y \
  g++  \
  make \
  cmake \
  clang-format \
  clang \
  python \
  python3-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 \
  libboost-python-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
sudo su postgres;
cd;
wget https://github.com/opentradesolutions/data/raw/master/opentrade-pg_dumpall.sql
psql -f opentrade-pg_dumpall.sql

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

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

Open Web UI

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

Backtest

Only BBO support currently, full orderbook support will come soon
It is up to you to generate report

make args=-j backtest-debug
wget -O ticks.tgz https://www.dropbox.com/s/maikrn2qbz8hxba/ticks.tgz?dl=1; tar xzf ticks.tgz
./build/backtest-debug/opentrade/opentrade -b scripts/backtest.py -t ticks/%Y%m%d -s 20170701 -e 20181115

The other OS system

we prepared Dockfile-dev for you.

poeho/opentrade

OpenTrade

Features:

Steps to run on Ubuntu 18.04

Backtest

The other OS system