slickquant.
OPEN SOURCE. BUILT IN PUBLIC.

Your trading stack.
Built in the open.

Trading engines, exchange simulation, and the infrastructure underneath. Build with modern C++, connect with Python, and make the stack your own.

Explore the ecosystem View on GitHub
Sponsor open-source development
THE SLICK QUANT STACKCOMPOSABLE BY DESIGN
01 / CONNECT Exchange SDKs ↗ 02 / SIMULATE Exchange simulation THE CONNECTIVE LAYER Queues & streams 03 / BUILD Strategy & execution 04 / CONNECT PROCESSES C++ ↔ Python ↗ LOGGING · NETWORKING · LATENCY INSTRUMENTATION
01 / CONNECTExchange SDKs THE CONNECTIVE LAYERQueues & streams
BUILD & SIMULATETrading systemsCONNECT PROCESSESC++ ↔ Python

LOGGING · NETWORKING · LATENCY

Use a single library. Build a connected system.ILLUSTRATIVE ARCHITECTURE
21building blocks to explore
C++native at the core
Pythonconnected through shared memory
Open sourceread it, use it, build on it

01 / FROM CONNECTION TO EXECUTION

Build the system
you have in mind.

Develop a strategy, put it through a simulator, and choose the components underneath. Every layer has a place in the ecosystem.

SLICK-TRADERC++23

Your strategy.
A place to run.

A trading engine with strategy plugins, pre-trade risk checks, position tracking, and a live dashboard. Add CME iLink 3 and ICE BOE trading with live market data through Premium.

CME & ICE Premium features → Explore the engine
TRADING ENGINE
Market dataStrategy plugins
Order eventsPositions & PnL
Risk checksOrder routing
COMPOSE YOUR OWN WORKFLOW
SLICK-SIMC++

Test the behavior.
Before the trade.

Test trading clients against a FIFO matching engine and simulated exchange APIs, with optional live market data. Premium adds live CME MDP 3.0 and ICE iMpact feeds, plus venue-native order entry and market data simulation.

Explore live feeds & Premium simulation → Explore the simulator
EXCHANGE SIMULATION
Your clientOrders & requests
Matching engineFills & market events
A TEST ENVIRONMENT YOU CONTROL
CONNECT TO THE MARKET
Alpaca Coinbase Hyperliquid
C++ SDKs for trading, data & accounts

02 / PREMIUM VENUES

CME & ICE.
Trade and simulate.

Extend the open-source slick-trader and slick-sim cores with licensed venue libraries. Each venue subscription covers both products, with ongoing updates and integration support.

CME / PREMIUM

CME

Trading with slick-trader

  • iLink 3 order entry, amendment and cancellation.
  • MDP 3.0 price levels, order-by-order updates and trades.
  • Instrument discovery, trading status, feed and session recovery.
  • Persisted working orders and fill journaling.

Simulation with slick-sim

Live CME MDP 3.0 market data feed

  • Build an order-by-order book from live data and simulate execution against it.
  • Simulated iLink 3 sessions per market segment.
  • MDP 3.0 multicast publishing: incremental A/B feeds, market-by-order and market-by-price snapshots, and instrument definitions.

Licensed compiled libraries:
slick-trader-cme · slick-sim-cme

ICE / PREMIUM

ICE

Trading with slick-trader

  • Binary Order Entry (BOE) and Binary Utility Service (BUS) gateway and instrument discovery.
  • iMpact full-order-depth data, price levels, trades and status.
  • Snapshot and session recovery.
  • Persisted working orders and fill journaling.

Simulation with slick-sim

Live ICE iMpact market data feed

  • Build a full-order-depth book from live data and simulate execution against it.
  • Simulated BUS discovery, Binary Order Gateway sessions and BOE order entry for outright futures.
  • iMpact multicast publishing and snapshots.

Licensed compiled libraries:
slick-trader-ice · slick-sim-ice

Live feeds require your own venue market data access. Execution in slick-sim remains simulated; it does not place orders on CME or ICE or model your trades' impact on the live market.

Choose your venues.

All prices in USD. Choose monthly or annual billing.

SAVE ABOUT 20%

CME + ICE bundle

$7.99 / month

or $79.99 / year, billed annually

Both venues for both slick-trader and slick-sim.

Request Premium license

Compared with subscribing to CME and ICE separately at the same billing cadence.

Premium includes compiled libraries, public headers and integration examples; implementation source code is not included. A valid runtime license is required to use the Premium integrations. Your subscription includes license renewals, updates and integration support for your selected venues.

Cancel anytime. Your license remains valid through the end of your paid period; continued use requires renewal. Choose Request Premium license to open the form. We’ll follow up to arrange payment, library delivery and your license. Premium subscriptions are separate from open-source sponsorship.

Premium license request

Choose your venue and billing preference, and enter your email address. We’ll follow up with licensing and delivery details. Confirm your request using the email from Kit.

If the form doesn’t load, open the request form directly ↗. Your request is processed by Kit. Privacy policy.

03 / THE BUILDING BLOCKS

Find your next
piece of the stack.

Trading systems up top. Messaging, networking, and observability below. Use the components independently or put them to work together.

21 open-source projects

CODE. DOCUMENTATION. POSSIBILITIES.
Trading engine

slick-trader

Strategy plugins, positions, risk checks, and a live dashboard in one C++ engine. Premium: CME via slick-trader-cme and ICE via slick-trader-ice, with venue-native order entry and live market data.

C++23 View project →
Exchange simulation

slick-sim

A matching engine and exchange-facing APIs for testing your trading clients. Premium: live CME MDP 3.0 and ICE iMpact market data feeds, plus venue simulation via slick-sim-cme and slick-sim-ice.

C++ View project →
Market data

slick-orderbook

Multi-instrument order books. Price levels through individual orders.

C++ View project →
Order management

slick-stacker

Maintain an order ladder as fills and acknowledgements arrive.

C++ View project →
Trading interfaces

slick-ladder

Price ladder interfaces for web, WebAssembly, and desktop.

Web · WASM · Desktop View project →
Exchange SDK

alpaca-cpp

Alpaca trading, market data, and streaming APIs.

C++ View project →
Exchange SDK

coinbase-advanced-cpp

Coinbase Advanced Trade over REST and WebSocket.

C++ View project →
Exchange SDK

hyperliquid-cpp

Hyperliquid API access with native EIP-712 signing.

C++ View project →
Messaging

slick-queue

Lock-free MPMC queues with optional shared memory.

C++ View project →
Messaging

slick-stream-buffer

Single-producer byte streams for multiple consumers.

C++ View project →
Messaging

slick-stream-buffer-multiplexer

Combine producer streams with a shared ordering point.

C++ View project →
Shared memory

slick-shm

Cross-platform shared memory for C++ applications.

C++ View project →
Buffers

slick-dynamic-buffer

Boost.Asio DynamicBuffer adapters for Slick buffers.

C++ View project →
Networking

slick-net

HTTP and WebSocket clients built on Boost.Beast.

C++ View project →
Networking

slick-socket

Cross-platform TCP and UDP multicast networking.

C++ View project →
Memory

slick-object-pool

Lock-free pools for reusable objects.

C++ View project →
Observability

slick-logger

Asynchronous logging with deferred formatting and multiple sinks.

C++ View project →
Observability

slick-perfmon

Latency instrumentation and background statistics collection.

C++ View project →
Python interoperability

slick-queue-py

Share MPMC queues between Python and C++ processes.

Python View project →
Python interoperability

slick-stream-buffer-py

Use C++ compatible byte streams from Python.

Python View project →
Python interoperability

slick-stream-buffer-multiplexer-py

Combine producer streams across Python and C++.

Python View project →
Each project documents its own requirements and license.All repositories on GitHub

04 / MAKE IT YOURS

Start with a library.
Build from there.

Reach for a single component and get to know it. The README is your guide to installation, examples, and current project status.

C++ where it counts.

Queues, byte streams, and networking libraries for the core of your application.

Python in the loop.

Share compatible queues and streams between Python and C++ processes through shared memory.

Explore interoperability
YOUR FIRST BUILDING BLOCK
TERMINAL 
vcpkg install slick-queue
CMakeLists.txt 
find_package(slick-queue CONFIG REQUIRED)

target_link_libraries(your_target
    PRIVATE slick::queue
)

Configure CMake with your vcpkg toolchain.

Read the installation guide
TERMINAL / INSTALL FROM SOURCE 
git clone https://github.com/SlickQuant/slick-queue-py.git
cd slick-queue-py
python -m pip install -e .
PYTHON
from slick_queue_py import SlickQueue

Check the README for platform requirements and compatible C++ versions.

Read the Python guide
C++
Shared memoryQueues & byte streams
Py

05 / SUPPORT THE FOUNDATIONS

Support the code.
Grow the ecosystem.

If Slick Quant helps you learn, build, or run a system, sponsorship is a way to support the open-source work behind it.

THE NEXT COMMIT COULD BE YOURS

Built in the open.
Better together.

Code, documentation, benchmarks, or a well-reported bug.
There’s more than one way to move the ecosystem forward.

Build with us Sponsor the work

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