Aurum

Write trading strategies in C++, run them anywhere — live, paper, or replay. Same code, same behavior.

This manual covers released product interfaces. You need an installed Aurum distribution or access to a managed Forge environment.

Learning path

New to Aurum? Follow these five steps:

1. Install Aurum — check installation availability.

2. Quickstart — create a project and run it locally.

3. Project Contract — understand the project contract.

4. Market Data — consume market data in your strategy.

5. Platform Architecture — build your mental model of the system.

Already comfortable with the basics?

• Write a strategy — Start with Quickstart, then learn the Project Contract contract and Market Data subscriptions.

• Research a factor — Use Athanor Quickstart to compile an .at definition into a typed factor consumed by a strategy.

• Deploy and operate — Register a Forge target in Remote Targets, push a project version, then use Projects for fleet operations.

• Build an integration — Start at Forge API for the Forge REST and WebSocket boundaries, resource discovery, and error model.

The local SDK path and the Forge operations path are independent. A strategy can run locally without Forge; Terminal always connects to a Forge API.

Understand the system

• Platform Architecture — The four product surfaces and how data flows.

• Reactive Application Model — The event-driven execution model.

• Resources, Live Data, and History — The data contract system.

• Design Philosophy — The principles behind the design decisions.

Reference

Use CLI Commands for command syntax, Configuration for supported user configuration, C++ SDK Reference for public C++ surfaces, and Troubleshooting when a workflow fails.