BQT V1.1 27-03-2026

• Fix minor issues
• Add more documents

BQT V1.0 21-03-2026

🚀 Release Notes

• Overview

This first release introduces a high-performance, production-ready quantitative trading engine with modular strategy integration, real-time data processing, and advanced risk management.

• Key Highlights

Modular Strategy Plug-In Architecture
Easily develop and deploy Auto, Full-Auto, or Semi-Auto strategies via a clean, event-driven interface. Focus on trading logic while the engine handles infrastructure.

High-Performance Low-Latency Core
Millisecond-level execution powered by modern C++ with optimized concurrency, lock-free design, and compile-time optimizations.

Real-Time Market Data Integration
Seamless integration with Binance WebSocket streams, delivering normalized, tick-by-tick market data with minimal latency.

Backtesting & Simulation Engine
Built-in exchange simulator with realistic execution modeling, including order matching, queue position, and market microstructure.

Quantitative Models & Libraries
Integrated QuantLib support with pricing models for spot, futures, and options.

Robust Risk Management Layer
Advanced controls including position limits, stop-loss, leverage caps, and real-time monitoring with performance metrics (PnL, Sharpe, drawdown, etc.).

Machine Learning & Analytics Integration
Optional ML modules for prediction, trend detection, and volatility forecasting with both offline and online capabilities.

Strategy Samples Included
Ready-to-use strategies across spot and derivatives markets, including VWAP, trend following, and arbitrage.

Python Plug-In System
External Python integration via socket + protobuf for market data consumption and execution strategies (VWAP/TWAP/PV).

Production-Ready Infrastructure
Built for 24/7 trading with logging, monitoring, error recovery, and clear separation between engine and strategy logic.