Trading Engine

trading-engine is a modular trading engine written in modern C++. It supports historical backtesting and is designed for extensibility, high testability, and integration with live trading APIs (e.g., Alpaca, Binance, IEX). The project emphasizes clean system design, component reuse, and strict separation of concerns.

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Features

• 📈 Historical Backtesting
  Simulate trading strategies on historical market data with realistic execution and portfolio tracking.

• 🔌 Extensible API Layer
  Abstracted integration with broker APIs starting with Alpaca — easily extendable to others.

• 📊 Clean Data Model
  Core entities are well-separated and unit-tested.

• 🧪 High Test Coverage
  Designed from the ground up to support unit and integration testing, with mocks where needed.

• 🏗️ Modular Architecture
  Clear separation between core logic, data providers, and execution engines.

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Project Structure

trading-engine/ # Project root
├── api # API layer interfacing with live trading APIs
├── backtesting # Historical backtesting engine 
├── CMakeLists.txt
├── core # The core entities of the object-domain model
├── external # 3rd party dependencies
├── README.md
└── tests # Integration tests

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Building

git clone --recurse-submodules https://github.com/kyanvde/trading-engine.git
cd trading-engine
mkdir build && cd build
cmake ..
make

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Testing

WIP

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TODO

• Finish backtesting engine
• Live trading execution
• Strategy scripting or plugin interface
• UI dashboard for backtest results

License

This project is licensed under the GNU General Public License v3.0 (GPLv3).
© 2025 Kyan Van den Eynde