rburkholder/trade-frame — C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & op…

Description and use

**Project Summary:**

Trade-Frame is an open-source C++ 17 library that facilitates the development of automated trading ideas by integrating real-time data feeds from DTN IQFeed and Interactive Brokers, as well as support for Alpaca and Phemex. This library enables users to research, backtest, and monitor trading strategies with the help of libtorch, LSTM, and CUDA for machine learning. Additionally, it provides notifications via Telegram.

**Value:**

The value proposition of Trade-Frame lies in its ability to help users research and automate market workflows. By providing a comprehensive library for testing equities, futures, currencies, ETFs, and options-based trading ideas, it enables users to streamline their trading processes and make data-driven decisions.

**Practical Adoption Path:**

To adopt Trade-Frame, users can follow these steps:

1. **Familiarize yourself with the library:** Start by exploring the documentation and sample applications provided with the library.
2. **Choose a data feed:** Select a suitable data feed (DTN IQFeed, Interactive Brokers, Alpaca, or Phemex) and integrate it with the library.
3. **Develop your trading strategy:** Use the library's machine learning capabilities (libtorch, LSTM, CUDA) to develop and

Problem

rburkholder/trade-frame helps research and automate market workflows.

Outcome

High for an OSS candidate: recent activity, adoption, and ecosystem signals are strong enough for a serious pilot.

Workflow

• research trading systems
• backtest strategies
• monitor market workflows

Evidence

C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.

Source