exchdis a high-performance exchange built for trading research
Run simulations of full trading days in minutes. Plug in your own strategies. Maintain complete control over market microstructure.
Built for researchers
exchd is deterministic, tick-accurate, and integrates with your own Python strategies. It’s designed for serious quant teams and independent researchers alike.
Blazing fast, zero fluff
Simulate tens of millions of orders per run at 150k+ orders/s. Maintain a strict price-time priority book. Designed from the ground up for performance and realism.
Get started in minutes
exchd is designed to drop into your workflow — no cloud account, no vendor lock-in. You run a single binary, plug in your Python strategy, and start simulating right away.
- Simple CLI: Run full-day workloads with a single command:
exchd simulate - Python strategies: Write your strategy as a plain
on_event(msg)function — no boilerplate - Fully deterministic: Set a seed and get reproducible results, tick-for-tick
- Readable output: See PnL, inventory, and price action logged during runs
- No setup: No server to deploy, no account to create — just run and research