Trading Bot Full Functionality

A high-performance, multi-threaded trading bot written in modern C++ (C++17) for stocks and futures. This project showcases the core components of a production-grade trading system: real-time market data ingestion, order management, risk controls, strategy execution, backtesting, and concurrency for low-latency performance.

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Features

• Modular Design
  • MarketDataHandler: Simulates live market data or replays historical CSV data for backtesting.
  • OrderManager: Places, logs, and tracks orders with an internal order history.
  • RiskManager: Enforces exposure limits and rejects orders that exceed risk thresholds.
  • StrategyEngine: Implements a moving average crossover strategy with configurable short/long windows.
  • Backtesting Engine: Runs strategies against historical data to validate performance.
  • Concurrency: Separates data feed, strategy logic, and order execution into distinct threads for realistic, low-latency operation.

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Project Structure

Trading-Bot-Full-Functionality/
├── include/
│   ├── MarketDataHandler.h   # Market data interfaces
│   ├── OrderManager.h        # Order placement & tracking
│   ├── RiskManager.h         # Exposure and risk checks
│   └── StrategyEngine.h      # Trading logic (MA crossover)
├── src/
│   ├── MarketDataHandler.cpp
│   ├── OrderManager.cpp
│   ├── RiskManager.cpp
│   ├── StrategyEngine.cpp
│   └── main.cpp              # Entry point & orchestration
├── data/                     # Sample CSV data for backtesting
├── Makefile                  # Build automation
└── README.md                 # This document

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Prerequisites

• C++17-compatible compiler (GCC, Clang, MSVC)
• make or cmake
• [Optional] Python (for advanced analytics or plotting)

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Installation & Build

1. Clone the repository

   git clone https://github.com/Saurav756/Trading-Bot-Full-Functionality.git
   cd Trading-Bot-Full-Functionality

2. Build with Make

   make

3. Clean build artifacts

   make clean

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▶Usage

Live Simulation Mode

By default, the bot runs in live-simulation mode:

./tradingbot

• Spawns a market data thread that simulates price ticks.
• Feeds each tick to the StrategyEngine.
• Logs order placements and risk rejections to the console.

Backtesting Mode

To replay historical data, modify main.cpp:

// Replace live simulation
// mdh.simulateData();
// With CSV backtesting
mdh.loadFromCSV("data/data.csv");

Rebuild and run:

make && ./tradingbot

All CSV ticks are processed in sequence, and executed orders are logged for offline analysis.

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Configuration

• Risk Limit: Adjust the maximum exposure in main.cpp when constructing RiskManager.
• Strategy Parameters: Tweak shortWindow and longWindow in StrategyEngine to refine signal sensitivity.
• Subscribed Symbols: Add or remove symbols by calling mdh.subscribe("SYMBOL", callback) in main.cpp.

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Extending the Bot

• Add New Strategies: Create new strategy classes following the same callback pattern.
• Live Market Integration: Replace simulateData() with a real API connector (FIX, WebSocket).
• Persistent Storage: Integrate a database (SQLite, PostgreSQL) to archive trades and P&L.
• Visualization: Use ImGui + ImPlot for real-time dashboards, or export logs for Python-based plotting.

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Contributing

Contributions are welcome! Open issues or pull requests on GitHub to:

• Report bugs
• Propose new features
• Improve documentation

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License

Distributed under the MIT License. See LICENSE for details.