anouarac

ATS

C++

My implementation of an algorithmic trading systems library in C++

Last updated Mar 5, 2026

Stars

Forks

Issues

Stars/day

Attention Score

View on GitHub ↗ Open in github.dev

Topics

#algorithmic-trading #binance-api #binance-exchange #cmake #cpp #trading

Language breakdown

C++ 96.6%

CMake 2.1%

C 1.3%

▸ Files click to expand

README

ATS

ATS is an open-source implementation of an algorithmic trading systems library in C++.

It currently supports the Binance Exchange but the project is modular and any exchange can be added.

User Interface

Prerequisites

The project requires C++ 17 and CMake.

Submodules include binance-cxx-api, GoogleTest and their dependencies.

Quick Start Overview

Cloning

git clone --recurse-submodules -j4 https://github.com/anouarac/ATS.git

Building

$ cd ATS
$ mkdir build
$ cd build

Windows

$ cmake-gui ..

Then generate the binaries in the build directory.

Linux/Mac

$ cmake ..
$ make -j4

You should now be able to run the targets either through an IDE such as Visual Studio, or through the terminal.

Example

Working with this library can go as follows with the Binance EMS:

Place Binance Spot Net API keys in

$HOME/.binance/key

and

$HOME/.binance/secret

, or

$HOME/.binance/testkey

and

$HOME/.binance/testsecret

for the Spot Test Net.

Import the following libraries

#include <iostream>
  #include "ats.h"
  #include "json/json.h"
  #include "binance_logger.h"

Setup Logger

binance::Logger::setdebuglevel(1);
  binance::Logger::setdebuglogfp(stderr);

Initialise OMS and Binance EMS

ats::OrderManager oms;
  ats::BinanceExchangeManager b_ems(oms, 1);

Interact with EMS

Json::Value result;
  b_ems.getUserInfo(result);
  std::cout << result.toStyledString() << std::endl;
  std::cout << b_ems.getPrice("ETHUSDT") << std::endl;

You can find more examples in examples.

Documentation

For further details check the documentation.

🔗 More in this category