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High performance components for building Trading Platform such as ultra fast matching engine, order book processor
| Date | Stars |
|---|---|
| 2026-07-24 | 1056 |
| 2026-07-25 | 1058 |
| 2026-07-28 | 1058 |
| 2026-07-30 | 1058 |
| 2026-08-06 | 1058 |
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# CppTrader
[](LICENSE)
[](https://github.com/chronoxor/CppTrader/releases)
<br/>
[](https://github.com/chronoxor/CppTrader/actions/workflows/build-linux-clang.yml)
[](https://github.com/chronoxor/CppTrader/actions/workflows/build-linux-gcc.yml)
[](https://github.com/chronoxor/CppTrader/actions/workflows/build-macos.yml)
<br/>
[](https://github.com/chronoxor/CppTrader/actions/workflows/build-windows-cygwin.yml)
[](https://github.com/chronoxor/CppTrader/actions/workflows/build-windows-msys2.yml)
[](https://github.com/chronoxor/CppTrader/actions/workflows/build-windows-mingw.yml)
[](https://github.com/chronoxor/CppTrader/actions/workflows/build-windows-vs.yml)
C++ Trader is a set of components for building high performance Trading Platform:
* Ultra fast matching engine
* Order book processor
* NASDAQ ITCH handler
[CppTrader API reference](https://chronoxor.github.io/CppTrader/index.html)
# Contents
* [Features](#features)
* [Requirements](#requirements)
* [How to build?](#how-to-build)
* [Performance](#performance)
* [NASDAQ ITCH handler](#nasdaq-itch-handler)
* [Market manager](#market-manager)
* [Market manager (optimized version)](#market-manager-optimized-version)
* [Market manager (aggressive optimized version)](#market-manager-aggressive-optimized-version)
# Features
* Cross platform (Linux, MacOS, Windows)
* Benchmarks
* Examples
* Tests
* [Doxygen](http://www.doxygen.org) API documentation
* Continuous integration ([Travis CI](https://travis-ci.com), [AppVeyor](https://www.appveyor.com))
# Requirements
* Linux
* MacOS
* Windows
* [cmake](https://www.cmake.org)
* [gcc](https://gcc.gnu.org)
* [git](https://git-scm.com)
* [gil](https://github.com/chronoxor/gil.git)
* [python3](https://www.python.org)
Optional:
* [clang](https://clang.llvm.org)
* [CLion](https://www.jetbrains.com/clion)
* [Cygwin](https://cygwin.com)
* [MSYS2](https://www.msys2.org)
* [MinGW](https://mingw-w64.org/doku.php)
* [Visual Studio](https://www.visualstudio.com)
# How to build?
### Linux: install required packages
```shell
sudo apt-get install -y binutils-dev uuid-dev
```
### Install [gil (git links) tool](https://github.com/chronoxor/gil)
```shell
pip3 install gil
```
### Setup repository
```shell
git clone https://github.com/chronoxor/CppTrader.git
cd CppTrader
gil update
```
### Linux
```shell
cd build
./unix.sh
```
### MacOS
```shell
cd build
./unix.sh
```
### Windows (Cygwin)
```shell
cd build
unix.bat
```
### Windows (MSYS2)
```shell
cd build
unix.bat
```
### Windows (MinGW)
```shell
cd build
mingw.bat
```
### Windows (Visual Studio)
```shell
cd build
vs.bat
```
# Performance
Here comes several micro-benchmarks for trading components.
Benchmark environment is the following:
```
CPU architecutre: Intel(R) Core(TM) i7-4790K CPU @ 4.00GHz
CPU logical cores: 8
CPU physical cores: 4
CPU clock speed: 3.998 GHz
CPU Hyper-Threading: enabled
RAM total: 31.962 GiB
RAM free: 21.623 GiB
OS version: Microsoft Windows 8 Enterprise Edition (build 9200), 64-bit
OS bits: 64-bit
Process bits: 64-bit
Process configuaraion: release
```
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matched fp:490b88a423982f60, topic:trading