QuantDinger
QuantDinger calls itself an open-source AI Trading OS for independent traders, Python strategy authors and small teams. The flow runs from AI research to strategy code, backtest, paper or live execution and monitoring, all in one self-hosted stack that keeps market data, strategy code, broker credentials and deployment under the operator's control. It is a product of Open Byte Inc., and the README says it is not a black-box signal service.
It combines multi-provider AI market research, Python indicators and a Strategy API V2, server-side backtesting, paper and live execution across crypto exchanges and traditional brokers, and access through web, mobile H5, a human API, an Agent Gateway and MCP. Version 5 separates the HTTP API from trading, scheduler, Celery and migration processes, uses separate Redis instances for cache and durable jobs, and offers JSON logs, request IDs, Prometheus metrics and alert rules. Run it from prebuilt Docker images or from a source checkout. The README warns that it can submit real orders when live trading is enabled, recommends starting with paper trading and restricted API keys, and states it provides no investment advice.
Features
Why choose it
Trade-offs
Maintenance check
- Last commit
- 2026-10-24
- Commits, last 90 days
- 100+
- Releases, last 90 days
- 30
- Latest release
- v5.7.3 (2026-10-24)
- Open issues
- 29
- Recent issues with at least one comment
- 2/7
Oldest week on the left; the latest four weeks are orange. Source: GitHub commit activity.
Status rule: archived on GitHub = Archived; last commit within 90 days = Active; 91 to 365 days = Slowing; older = Stale. All figures come from the GitHub API on the date shown.
Most discussed open issues
- #179 Proposal: benchmark-relative Information Ratio for fixed-income fund analytics6 comments · 2026-07-19
- #266 Use Laya as an alternative to Jev4 comments · 2026-09-28
- #257 [Roadmap] Portfolio research and execution roadmap2 comments · 2026-09-18
- #258 [RFC] Define point-in-time universe contract and snapshot model1 comments · 2026-09-18
- #245 之前版本生产的策略不会指定标的,更新后总是固定标的MSFT,怎么回事1 comments · 2026-09-15
Issue titles are quoted from GitHub. Open the link to check whether a problem still applies to the version you use.
Who it fits
- You write Python strategies and want research, backtests, paper trading, live execution and monitoring in one self-hosted stack.
- Broker credentials, strategy code and market data must stay under your control.
- You want several access paths: web, mobile H5, API, an Agent Gateway and MCP.
- You want a small script: v5 runs separate workers, PostgreSQL and two Redis instances.
- You only want an assistant to look up quotes: a single MCP server is far lighter.
- You would enable live trading before testing on paper with restricted API keys.
How it differs
Alpaca's server lets an assistant trade through one broker directly. QuantDinger adds strategy code, backtests and monitoring around execution.
TradeMemory records what trades happened and why, as memory for an agent. QuantDinger is the platform that runs strategies.
Compatibility
Quick start
Use cases
Alternatives
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