C++ Trading Engine — ongoing, team welcome (open source on completion)
About the project
C++ trading engine — resolve all marked TODOs.
I will provide a seed repo: working build, passing tests, clean C++20. The system runs signal → order → fill → PnL end-to-end. Ten TODOs across four areas:
Signals
- VAR(p) — Eigen OLS skeleton in place, algorithm documented
Execution
- Resting limit orders with price-time priority
- Persistent order state (NEW → PARTIAL → FILLED → CANCELLED)
- Partial fills across book updates
- Nonlinear slippage (square-root impact, volatility dependence)
Analytics
- Position-aware PnL and trade pairing (open ↔ close)
- Turnover, Sortino, volatility metrics
Portfolio
- Fees / commissions in position accounting
Done when all existing tests pass, each TODO has coverage, and metrics.json is correct end-to-enC++ Trading Engine —d.
Stack: C++20, Eigen, CMake, nlohmann/json.
Repo is private during the project, open-sourced on completion.
About Andrew Garcia ↗
Founder of WorkDog
I like problems that seem complicated until you find the simpler way through them — sometimes after making them unnecessarily complicated first.
Full-stack developer. I build things that work for the user, not just things that make me feel smart.
Working on WorkDog: a platform for taking on projects and building proof of work.
Still building
~🐧
Oh! This is Markdown-compatible! So are project postings 😯