Aurum Core
Execution engine. Write strategies in C++ against a reactive kernel that handles market data I/O, event dispatch, and order routing — all on a single thread with deterministic ordering.
Deterministic execution
One strategy binary. Three runtime modes — live, paper, and replay. No runtime branches, no configuration flags, no code changes between modes. The kernel guarantees identical event ordering at nanosecond precision. What you test in replay is exactly what runs in production.
Market data & order routing
Exchange adapters compile directly into your strategy binary. Market data lands on the engine thread with no sidecar, no message broker, and no network hop. Every datafeed is exposed as a compile-time typed topic — schema errors are caught at build time, not at 9:30 AM.
Live venues: Binance and OKX with full order book depth, trade streams, and bar aggregation. Historical replay: NASDAQ ITCH 5.0.
Order entry via FIX and OUCH. Pre-trade risk checks run inline before any order leaves the engine.
Simulation
Three simulation modes, all running the same strategy binary:
Paper account — simulated balances with configurable fill latency. Paradox match engine — full order-book simulation where your orders interact with a simulated limit order book. Replay — feed historical data through the same event pipeline that processes live market data.