KeenTrader

Status

Description

KeenTrader is a lightweight, high-performance quantitative trading and connectivity engine framework written in C++. It provides a unified foundation for market data, order management, and strategy execution. The project uses CMake for cross-platform builds.

Key Features

• Unified Exchange interface for multiple venue integrations

KeenTrader

Description

KeenTrader is a lightweight, high-performance quantitative trading and connectivity engine framework written in C++. It provides a unified foundation for market data, order management, and strategy execution. The project uses CMake for cross-platform builds.

Key Features

• Unified Exchange interface for multiple venue integrations
• HTTP and WebSocket clients with an event loop
• Strategy framework (CTA) with example strategies
• Logging, time utilities, and helper libraries

Supported Exchanges

• Binance (linear/perpetual contracts) — implementation at core/exchange/binance_linear_exchange.*
• OKX — implementation at core/exchange/okx_exchange.*

See implementations in the folder core/exchange.

Planned Exchanges

Planned future integrations include Bybit, Huobi, Coinbase and other major exchanges; priority depends on contributors and demand.

Cross-platform Build Instructions

The following are quick build steps from the repository root.

General

git clone --recursive https://github.com/harvestsure/KeenTrader.git
cd KeenTrader
mkdir build
cd build
cmake ..
cmake --build . --config Release

macOS (Homebrew)

brew install cmake openssl
mkdir build && cd build
cmake .. -DOPENSSL_ROOT_DIR=$(brew --prefix openssl)
cmake --build .

Ubuntu / Debian

sudo apt update
sudo apt install -y build-essential cmake libssl-dev git
mkdir build && cd build
cmake ..
make -j$(nproc)

Windows (Visual Studio + vcpkg)

1. Install Visual Studio with C++ development tools.
2. Use vcpkg to install dependencies (for example OpenSSL) and point CMake to the vcpkg toolchain.

Example (PowerShell):

git clone https://github.com/microsoft/vcpkg.git
./vcpkg/bootstrap-vcpkg.bat
./vcpkg/vcpkg install openssl:x64-windows
mkdir build
cd build
cmake .. -DCMAKE_TOOLCHAIN_FILE=../vcpkg/scripts/buildsystems/vcpkg.cmake
cmake --build . --config Release

Notes

• If libraries are installed in custom locations, set CMake variables such as -DOPENSSL_ROOT_DIR accordingly. See vcpkg.json and CMakeLists.txt for declared dependencies.

Run Example

After a successful build the executable (for example trader) can be found under build/bin or bin and run directly:

./bin/trader

See app/ for example apps and strategy templates.

Project Layout (brief)

• core/: core libraries (networking, event loop, time, logging, etc.)
• engine/: trading engine, objects and settings
• app/: example applications and CTA strategy templates
• core/exchange/: exchange adapters

Contributing

• Contributions welcome: add exchanges, improve the strategy framework, or enhance docs.
• Please include clear descriptions and reproducible test steps with PRs.

Disclaimer

This project is a technical framework for exchange connectivity and strategy execution and is not investment advice. Trading involves risk; users assume all responsibility for any financial losses. Thoroughly test with sandboxes or small amounts before using real funds.