FLOX¶
High-performance C++ framework for building trading systems.
Getting Started¶
| Quickstart | Build FLOX and run the demo in 5 minutes |
| First Strategy | Write and run your first trading strategy |
| Architecture | Understand how components work together |
| API Reference | Complete technical documentation |
Documentation¶
| Section | Description |
|---|---|
| Tutorials | Step-by-step lessons for new users |
| How-To Guides | Solutions for specific problems |
| Explanation | Architecture and design concepts |
| Reference | API specifications |
Features¶
| Feature | Description |
|---|---|
| Lock-free event delivery | Disruptor-style ring buffers for minimal latency |
| Zero-allocation hot path | Pre-allocated pools, no heap allocation during trading |
| CPU affinity support | Pin threads to isolated cores |
| Binary replay system | Record live data, replay for backtesting |
| Type-safe primitives | Strong types for Price, Quantity, SymbolId |
| Modular architecture | Use only what you need |
Requirements¶
| Component | Version |
|---|---|
| C++ Standard | C++20 |
| Compiler | GCC 13+ or Clang 16+ |
| Build System | CMake 3.22+ |
| Platform | Linux (recommended) |
Optional: LZ4 for log compression
Quick Example¶
#include "flox/strategy/istrategy.h"
#include "flox/book/event/trade_event.h"
class MyStrategy : public flox::IStrategy {
public:
void onTrade(const flox::TradeEvent& event) override {
if (event.trade.symbol == _targetSymbol) {
processSignal(event.trade.price);
}
}
void start() override { _running = true; }
void stop() override { _running = false; }
private:
flox::SymbolId _targetSymbol;
bool _running = false;
};
License¶
MIT License