OptiTrade-Engine
Deterministic, allocation-free C++20 trading client for Nasdaq ITCH 5.0 / OUCH 4.2: full-depth order books, risk checks, exchange simulator and backtester. Validated on a full real trading day (268.7M messages).
- backtesting
- cpp
- cpp20
- deterministic
- fuzzing
- itch
- lock-free
- low-latency
- market-data
- nasdaq
- order-book
- trading
- Stars
- 2
- Forks
- 0
- + today
- +1
- Created
- 4mo
Ranking data as of October 27, 2026 (UTC).
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Overview
Deterministic, allocation-free C++20 trading client for Nasdaq ITCH 5.0 / OUCH 4.2: full-depth order books, risk checks, exchange simulator and backtester. Validated on a full real trading day (268.7M messages). It ranks #1680 on GitTiger, gaining +1 star on October 27, 2026 (UTC).
The project is written in C++. It was created 4mo ago.
Installation
git clone https://github.com/Harsh-ryUk/OptiTrade-Engine.git
cd OptiTrade-Engine
# see README for setup