Quant is a quantitative analysis platform designed for financial data tracking, strategy modeling, and performance evaluation. It provides modular tools for algorithmic trading, data analytics, and strategy backtesting.

• 📊 Data Integration – Connect to multiple exchanges and data providers.
• ⚙️ Strategy Engine – Design and test your own trading strategies.
• 🧩 Modular Design – Clean architecture suitable for research and production.

Quant integrates multiple external market data sources for real-time and historical analysis:

• Binance – Spot, Futures, and Options trading data.

• Coinbase – Cryptocurrency spot market data and account info.

• OKX – Spot, Futures, and Perpetual contracts.

┌─────────────────────┐
│   Data Collector    │  ← Market data feeds
└────────┬────────────┘
         ↓
┌─────────────────────┐
│  Strategy Engine    │  ← Backtesting / Live trading
└────────┬────────────┘
         ↓
┌─────────────────────┐
│  Analytics Module   │  ← Reports & visualization
└─────────────────────┘

For detailed usage examples and code samples, see the Example Documentation.

The examples include:

• Strategy engine setup and configuration
• Registering multiple trading strategies
• Processing real-time price updates
• Implementing custom callbacks
• Complete working demos

This project is dual-licensed under:

• MIT License – for individuals, researchers, and open-source developers.
• GNU AGPLv3 License – for organizations deploying this software as a network service (e.g., SaaS).

You may choose which license to apply.

See LICENSE-MIT and LICENSE-AGPLv3 for details.