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LittleQuant is an algorithmic trading application/framework

Status

  • This project is a very naive and primitive implementation, it is still in progress
  • By now the following exchanges are supported
    • Shanghai Stock Exchange
      • Stock option trading, two implementations(CTP, Kingstar)
      • Stock trading, by hacking a stockjobber's web trading client

Known issues

  • Some implementations of exchange depend on the 3rd party C++/CLI wrapper of native trading API, these 3rd party wrappers are all outdated due to the update of native trading API, I'v been updated a part of each wrappers, some functionalities of these wrappers may not work correctly.

Build

  • Visual Studio 2015
  • Restore nuget packages
  • Build the projects you need, the build artifacts are all in the target/ folder

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An algorithmic trading application/framework written in C#

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  • C# 100.0%