Lightning trader is a high-frequency trading library launched for the domestic futures market. The loosely coupled framework design makes lightning easy to expand, and the efficient thread model can control the o2p of lightning-trader within 2 microseconds. Lightning-trader is mainly aimed at the domestic futures market. Now the API supports CTP, and supports (Dashang Exchange, Zhengshang Exchange, Shanghai Futures Exchange) all related transactions; it focuses on medium and high-frequency transactions, supports arbitrage transactions, market-making transactions, order flow and other algorithmic transactions . The lightning-trader framework is divided into three layers from bottom to top (lightning.dll). The bottom layer is ctpapi and high-frequency testing…

#lightweight #futures #quantitative #development #framework #lightningtrader

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