Velocity-Vortex

Welcome to the Velocity-Vortex: Where Every Millisecond Counts. 🚀

Algo-Bot Process (V2.0.0) [On-going]

Project Features

1. High-Speed Trade Execution
   Capable of executing trades at lightning-fast speeds, leaving Python and heavyweight JavaScript.

2. Comprehensive Indicator Library
   Includes a library of technical indicators to streamline strategy development.

3. Custom Strategy Support
   Easily create and implement custom trading strategies.

4. Scalable Architecture
   Designed with a scalable IO broker for handling high-throughput operations.

5. Flexible Provider Integration
   Allows easy switching between different data and trading providers.

6. Risk Analysis Module
   Built-in module for robust risk assessment and performance metrics.

7. Backtesting Module
   Includes a backtesting environment with examples for validating strategies on historical data.

8. FIFO-Based Order Book
   Implements an order book structure based on First-In-First-Out (FIFO) principles.

9. WebSocket Integration
   Supports WebSocket connections for real-time market data and trade execution.

10. Multi-Threaded Execution
    Leverages multi-threading for optimized, parallel processing.

11. Statistical and Reinforcement Learning Models
    Includes basic statistical models and reinforcement learning algorithms for better decision-making and strategy improvement.

File Descriptions

Root Directory

• .gitignore: Specifies files and directories to be ignored by Git.
• README.md: Project documentation and instructions.

Include Directory

• AlgoEngine-Core/: Core algorithms and indicators for the engine.
• Data-Fetcher-Core/: Modules for fetching data from various sources.
• IO-Broker-Core/: Input/Output broker modules.
• matplotlib-cpp/: Header-only C++ plotting library.
• matplotlibcpp.h: Header file for matplotlib-cpp.
• Order-Manager-Core/: Core modules for managing orders.
• Orderbook/: Modules for handling order books.
• Risk-Analysis-Core/: Core modules for risk analysis.
• Utilities/: Utility functions and helpers.
• Velocity-Bot/: Bot implementation for executing trades.

IO-Server Directory

• build/: Build directory for the IO server.
• CMakeLists.txt: CMake configuration file for the IO server.
• src/: Source files for the IO server.

Src Directory

• AlgoEngine-Core/: Source files for core algorithms and indicators.
• Backtesting-Bot/: Modules for backtesting trading strategies.
• Data-Fetcher-Core/: Source files for data fetching.
• IO-Broker-Core/: Source files for IO broker.
• main.cpp: Main entry point for the application.
• Order-Manager-Core/: Source files for order management.
• Orderbook/: Source files for order book handling.
• Risk-Analysis-Core/: Source files for risk analysis.
• Utilities/: Source files for utility functions.

Building the Project

To build the project, ensure you have CMake installed and run the following commands:

mkdir build
cd build
cmake ..
cmake --build .

Dependencies

The project depends on several libraries, including:

• Hiredis
• SQLite3
• Python3 (with NumPy)
• OpenSSL
• Boost
• CURL
• jsoncpp

Main engine

Algo-Bot

Algo-Bot Process (V1.8.0)

Class and Functions