BTQuant is a comprehensive algorithmic trading framework designed for backtesting, forward testing, and live trading. Built for quantitative analysts and algorithmic traders, BTQuant delivers custom-built, high-performance trading infrastructure that outperforms standard CCXT implementations. With microsecond-precision tick data and native WebSocket integrations, BTQuant provides institutional-grade trading capabilities.

• Historical Strategy Analysis: Leverages Backtrader for comprehensive strategy validation using tick-level historical data with institutional-grade accuracy
• Enterprise Data Management: Microsoft SQL Server integration optimized for massive tick datasets and high-frequency portfolio analytics
• Scalable Infrastructure: Production-ready architecture designed for tick-by-tick backtesting at scale

• Exchange-Perfect Simulation: JackRabbitRelay delivers native exchange replication - not generic CCXT wrappers - for true market condition testing
• Independent Execution: Eliminate broker dependencies with custom execution engines and complete operational control
• Tick-Level Precision: True tick-by-tick simulation with microsecond timing accuracy for HFT strategy validation

• Binance: Custom 1-second OHLCV streams + native tick data feeds
• Bitget: Direct WebSocket integration with sub-millisecond latency
• MEXC: Proprietary tick data implementation bypassing standard API limitations
• PancakeSwap: Native Web3 WebSocket feeds with 1-second granularity

• Tick Data Supremacy: Direct tick feeds that bypass common HFT delays found in CCXT implementations
• Custom Protocol Integration: Native exchange protocols deliver 10x faster execution than generic CCXT
• Microsecond Precision: Hardware-level timing for true high-frequency trading capabilities

• Precision DCA: Tick-aware Dollar Cost Averaging with microsecond entry timing
• Experimental Trailing: Real-time trailing stops using live tick data for optimal exit timing
• Sub-50 Line Deployment: Deploy institutional-grade strategies with minimal code overhead

• ✅ Native tick feeds with microsecond timestamps
• ✅ Zero HFT delays through direct exchange protocols
• ❌ Not reliant on slow CCXT tick approximations

• ✅ Custom WebSocket implementations for major exchanges
• ✅ Sub-millisecond latency through optimized connection pools
• ❌ CCXT fallback available only as backup

• ✅ JackRabbitRelay provides exchange-perfect simulation
• ✅ Native trading engine behavior replication
• ❌ Not generic CCXT simulation

• ✅ Native PancakeSwap/Web3 integration with custom DEX protocols
• ✅ Real-time on-chain data with block-level precision
• ❌ Not limited by centralized exchange APIs

• ✅ MS SQL optimization for billion-row tick datasets
• ✅ Custom indexing for microsecond-level queries
• ✅ Real-time data ingestion at institutional scale

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BTQuant: Where custom infrastructure meets institutional performance