PandoraTrader is a high-frequency quantitative trading platform implemented in C++. It interfaces with real-world futures trading desks using Trade APIs and MarketData APIs and includes support for backtesting via simulated market components. We design such a trading platform with various skills given by the designer, but we do not carry wisdom; this wisdom belongs to the strategy designer. We hope that the strategy designer will design excellent strategies to give the trading software enough wisdom to be able to ride the wind and waves in the floating market, hanging sails across the sea. Position pending orders and other information are maintained locally, and strategies can be obtained simultaneously, simplifying logic.
Features
- Connects to futures brokers for real-time market data and trade execution
- Strategy-oriented core where user algorithms can subscribe to market updates, hold positions, send and cancel orders, and receive callbacks
- Includes a simulation mode (PandoraSimulator) supporting historical backtesting
- Built in C++ for low-latency performance
- Architecture decouples user strategy from platform logic for flexibility
- No formal binary releases—source code intended for developers and research