Build, test, and deploy sophisticated trading strategies across 10+ crypto exchanges. Live trading, high-fidelity simulation, and tick-level playback — all in one unified C++ framework.
ttTrader is a high-performance, multi-exchange algorithmic trading framework built from the ground up in modern C++. It provides everything you need to research, develop, and deploy trading strategies — from tick-level market data to order execution, risk management, and comprehensive backtesting.
Real-time trades, best bid/offer, and full order book depth (up to 20 levels) from every connected exchange. Normalized into a unified data model.
Lock-free data structures, preallocated memory pools, and a custom decimal type for deterministic financial math. Internal latencies measured in nanoseconds.
Trading algorithms compile as independent DLL plugins. Override virtual callbacks for market data, orders, timers, and positions — your code stays clean and isolated.
Record real market data to binary files, then replay it tick-by-tick through the same event pipeline. A built-in simulation engine fills orders against recorded BBO for realistic backtesting.
Built-in risk calculator (BPS, fixed, percent, minimum size), stop-loss engine, position sizing, and pyramiding support. Every order is validated before it hits the exchange.
Runs on Windows and Linux. Deploy locally, on AWS, or collocated near exchange data centers. Multithreaded architecture uses every available core.
Trade across all major cryptocurrency exchanges from a single unified interface.
More exchanges can be added on demand. All instruments, trades, BBO, and order book data.
Whether you're an independent quant, a prop trading firm, or a fund — ttTrader adapts to your workflow.
Rapidly prototype strategies in C++ with full access to tick-level data. The playback engine lets you iterate on years of historical data in minutes. Integrated OHLC bars, 12+ built-in technical indicators, and open-ended extensibility.
Deploy latency-sensitive strategies on collocated servers. The lock-free architecture and custom memory allocators ensure predictable, nanosecond-level performance. Run multiple strategies across multiple exchanges simultaneously.
Automate complex multi-leg, multi-exchange trading workflows. The position manager tracks every fill across every instrument. Risk limits are enforced globally. Pyramiding and scaled entry/exit patterns are first-class features.
Need a custom exchange connector? A specialized order type? Integration with your existing infrastructure? We offer consulting and custom development services built on top of the ttTrader framework.
A framework engineered for performance and correctness from day one.
Financial calculations demand exactness. ttTrader uses a proprietary decimal_t type
that eliminates floating-point rounding errors. All prices, sizes, and fee calculations
are deterministic — critical for PnL accuracy and regulatory compliance.
Market data flows through a lock-free circular buffer chain. Trades, BBO updates, and order book snapshots are dispatched to your strategy callbacks without a single mutex in the hot path. Every microsecond counts — and we save them all.
A sharded, short-term memory pool avoids malloc/free entirely for
allocations
up to 32 KB. Four independent shards with thread-local affinity and lock-free round-robin
selection
eliminate contention. Free blocks are merged on release to prevent fragmentation; idle segments
are reclaimed back to the OS under backpressure. Best-fit search with auto-tuning adapts to
allocation patterns in real-time.
Interested in the framework? Looking for a technology partner? Let's talk.
droste@TradeProject.de
+49 1522 3848 517
Droste TradeTec UG (haftungsbeschränkt) & Co. KG
Oskar-Knufinke-Weg 5
58456 Witten
Germany