Trading infrastructure, delivered as working code.
Exchange connectors, execution, backtests and venue-side systems on an open-source core.
import flox_py as flox
class SMACross(flox.Strategy):
def __init__(self, symbols):
super().__init__(symbols)
self.fast = flox.SMA(10)
self.slow = flox.SMA(30)
def on_trade(self, ctx, trade):
f = self.fast.update(trade.price)
s = self.slow.update(trade.price)
if f is None or s is None:
return
if f > s and ctx.is_flat():
self.market_buy(0.01)
elif f < s and ctx.is_long():
self.close_position()
# same class: backtest, paper, live
bt = flox.BacktestRunner(
registry, fee_rate=0.0004, initial_capital=10_000
)
bt.set_strategy(SMACross([btc]))
stats = bt.run_csv("btcusdt.csv")Open sourceMIT licence, no lock-in
LanguagesC++, Python, Node.js, Codon, JS
330+ testsin CI on Linux, macOS, Windows
Venue corematching, FIX 4.4, SBE, journal
What we deliver
-
01
Trading system setup
Connector to your exchange, execution with risk gates, market data recording, a starter strategy. Runs on your infrastructure.
-
02
Custom development
Strategies, execution algorithms, data pipelines, integrations.
-
03
Venue infrastructure
Matching engine, FIX 4.4 and SBE gateways, journaling and recovery. For venues, platform operators, prop desks and simulation.
Also: architecture and code review, performance work.
How it fits together
One strategy class runs backtest, paper and live.
Market datatrades, books, bars, recorded tapes
ConnectorsBybit, Bitget, Hyperliquid, Polymarket, yours
Your strategyPython, Node.js, Codon, JavaScript or C++
Execution and riskgates, kill switch, order tracking
Exchange or venuelive venue, or your own matching engine
Backtestqueue position, latency, fees, funding, liquidation
Paperlive data, simulated execution
Livereal orders, same code path
Connectors: Bybit, Bitget, Hyperliquid, Polymarket. Others on request.
MCP server for coding agents: API, indicators, error codes, docs.