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jev-quant

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jev-quant is a C++ trading system leveraging Jev, a TypeSafe model good at making instant decisions, a trait that makes it especially good at live trading.

Now supporting simulated SHFE futures trading through SimNow and the official CTP SDK. See the SimNow operations guide.

Quick Start

Prerequisites

  • C++20 compatible compiler (GCC 11+, Clang 13+, or MSVC 19.29+; CI uses GCC 13 on Ubuntu 24.04)
  • CMake 3.24 or newer
  • Ninja 1.11 or newer

Building with CMake

Linux

Install the build dependencies (Debian/Ubuntu):

sudo apt-get update
sudo apt-get install -y cmake g++ ninja-build libcurl4-openssl-dev nlohmann-json3-dev

Configure and build:

cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=Release -DJEV_ENABLE_SIMEX=OFF
cmake --build build --parallel
ctest --test-dir build --output-on-failure

Configuration

Copy .env.example to .env and set your OpenRouter API key:

cp .env.example .env

Run

From the repository root, run:

./build/jev_trading

The process runs in the foreground and shuts down on Ctrl+C.

Simex venue

The optional simex adapter connects to a separate localhost venue process and uses the real OpenRouter Jev provider. It is enabled by default and expects the compatible simex checkout at ../simex; use -DJEV_ENABLE_SIMEX=OFF for a Binance-only build. See the simex integration guide for building both processes, configuration, live validation, and current limits.

Layout

src/
tests/

Note

I am very, very early in this project. Expect bugs.

License

MIT

About

C++ trading system leveraging TypeSafe Jev, connected to SimNow and Binance for paper trading

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