{"repo":"Essential1220/hft_framework","free":true,"listed":false,"github":"https://github.com/Essential1220/hft_framework","clone":"git clone https://github.com/Essential1220/hft_framework.git","description":"C++17 low-latency live-trading framework for Chinese futures (CTP/QDP), tick-to-order < 50μs","language":"C++","stars":10,"topics":["cpp","ctp","futures","hft","low-latency","pybind11","quantitative-finance","spsc-queue","trading"],"license":null,"category":"trading","readme_excerpt":"hft framework C++17 live-trading framework for Chinese futures (CTP / QDP gateways), with embedded Python strategies and reproducible latency benchmarks. English · 中文 --- English What is this? hft framework is a low-latency live-trading framework for Chinese futures. It connects to the CTP and QDP (SHFE FTD) gateways, supports embedded Python strategies via pybind11, and keeps the hot path on a single lock-free consumer thread. This is not a backtest engine, a GUI application, or a turnkey trading system. It focuses on the live execution layer — market data ingestion, order routing, pre-trade risk, and strategy callbacks — and tries to do that part well. If you need a full-featured backtest + GUI platform, mature projects like vnpy or WonderTrader are great choices. This project complements them by providing a lightweight, benchmark-driven execution layer for latency-sensitive experiments. Architecture One consumer thread owns all engine state. Gateway threads only decode and enqueue via lock-free SPSC queues. Strategies never need locks. Key features Category Details --- --- Gateways CTP (market data + trade), QDP (SHFE FTD, optional), FIX (stub), UDP multicast relay, shared-memory IPC, dual-gateway hot failover Strategies Native C++, embedded Python (pybind11, zero-copy), hot-reload without engine restart Order types Limit, conditional (stop-loss / take-profit / trailing-stop / entry-trigger), OCO groups, algorithmic (TWAP / Iceberg) Risk 10-dimensional pre-trade checks (RM","default_branch":null,"files":null,"tree":[],"storefront":"/r/Essential1220","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Essential1220/hft_framework/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}