FAQ · Reamer Research and Reamer Server: what they are and who they fit

Which languages can I write strategies in?

For Reamer Research, Python or C++ through the code that ships in the kit, or any language that can call a C library. For Reamer Server, the gate and the broker connector are written in C, C++, Rust or Go, and strategies connect over a socket from any language, Python included.

For Reamer Research, Python or C++ through the code that ships in the kit, or any language that can call a C library. For Reamer Server, the gate and the broker connector are written in C, C++, Rust or Go, and strategies connect over a socket from any language, Python included.

Both products are compiled libraries with a stable C interface. The C interface is the supported contract; the language code in the kits ships in source, ready to use or adapt.

Reamer Research

  • Python. A pure-Python binding using ctypes and numpy, for Python 3.8 or later, with no build step. You write an on_bar method that sees each instrument's recent bars as numpy arrays, its positions and resting orders, and returns orders and order actions. Templates and example strategies are included.
  • C++. A C++20 wrapper around the C interface, with example strategies.
  • Anything else that can call C, such as Rust, Go, Julia or C#, against the header directly.

Two things to know about Python:

  • It is slower per bar. In the kit's benchmark, a strategy cost about 74 µs per bar from Python against about 2.2 µs from C++. An 884,130-bar backtest took about 65 seconds.
  • The binding covers less than the C interface. It applies one cost setting to every instrument in a run, and passes no non-price data such as earnings dates. For those, call the C interface's newest entry point from C++ or extend the binding.

See Is there a backtesting engine I can call from Python that runs locally and never uploads my code?

Reamer Server

  • The gate and the connector are compiled into your server program, which links the core library. The kit has starting points in C++ and Rust (an accept-all gate with a paper broker) and a worked integration in Go, including a FIX 4.4 session.
  • Strategies are separate processes, so they can be in any language. They connect over a local Unix socket, with a byte-for-byte specified protocol, or through a relay. The kit's reference relay accepts one JSON message per line over TCP, so a Python strategy needs only the standard library. See How do I run several strategies through one broker connection?

A strategy researched in Python can stay in Python when it goes live; the change is from a backtest loop to a live event loop. See How do I take a strategy from backtest to live trading without a rewrite?

Next questions

Which operating systems are supported? Is there a Windows version?Reamer Research runs on Linux x86-64 with glibc 2.35 or later, and on macOS 11 or later on Apple Silicon. Reamer Server runs on Linux x86-64 with glibc 2.39 or later. There is no Windows version of either.How fast is it?On a 64-core AMD EPYC 9575F, Reamer Research replays about 1.7 million bars a second in one backtest, and Reamer Server takes an order from a strategy to an accepted event in a median of 11.3 µs, with about 200,000 to 220,000 orders a second across many strategies. Each figure comes with the conditions it was measured under, and both kits include a benchmark to run on your own hardware.How long does integration take?In uncut recordings, Claude Code working only from the kit documents integrated Reamer Research in about 13 minutes and Reamer Server in about 19, through to a simulated fill for Reamer Server. The Reamer Server kit puts a person's first simulated trade at a few hours. Going live at a real broker takes longer, because the broker's protocol details, session recovery and certification are your work.What does it take to move from Reamer Research to Reamer Server?Your trading logic and your order structure carry over. The relay functions in the Reamer Research library send the same orders your strategy returns in a backtest to a running Reamer Server and reads the fills back. Around it, you build a pre-trade gate and a broker connector once per deployment, feed live bars, and keep indicators as running state. Cost settings stay in research: live costs are what your broker charges.

Every answer here restates the documents that ship in the kit, which are authoritative. All questions.

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