Trading-System-API is a comprehensive set of C++ foundation classes for simulating and deploying trading and investment strategies. The library features a modern 'event' based architecture as well as advanced time-series and order-management functionality.
Strategy simulations produce browser based reports with numerous metrics and graphics. Performance is available for each traded instrument individually as well as at the strategy level in aggregated form. In addition, the library produces Trade Reports, Transaction Reports, and Order Reports.
Strategy objects respond to external events such as transaction-confirmations, new price-quotes, timer-events, etc. Messages and events are asynchronous.
Trading System API also features time-series plotting functionality. Plots are generated as graphic files in PNG format. These enhance the analytical capability of the library and help in debugging strategy code.
Charts are defined with a single line of code!
A single trading strategy can trade any number of instruments! Core positions and hedge positions can be managed by the same strategy. Pairs and baskets are easily implemented.