Reference: Thales options trading bot
Table of Contents
This page is a capture in the deferred bucket of the product backlog — a pre-sprint idea, not yet pulled into a sprint as a story.
What
cm-jones/thales (C++23, ★10) is an open-source options trading bot: Black-Scholes pricing, Interactive Brokers integration, PostgreSQL storage, aimed at HFT-style options trading strategies. Filed as a reference for future algo-trading work — distinct from pure pricing libraries, this one covers the trading/execution layer (broker integration, strategy loop) around an options pricing core.
Why
Deferred rather than actioned now: algo trading / automated strategy execution is not on ORE Studio's near-term roadmap, but the broker-integration and strategy-execution architecture is worth revisiting if/when that capability is considered.
References
See also
- Survey open-source options pricing projects — sibling survey of options-pricing libraries and tools (inbox).
- Reference: Lean 4 formally-verified pre-trade risk gateway — sibling algo-trading reference capture, on a formally-verified risk-gate pattern that could sit in front of automated dispatch.