For the last couple of years, I've been writing the trading-shim, an interpreter for Interactive Brokers' tws api. As part of the development, I'm currently writing the manual for the trading shim; please note that it is still being written, and so very much incomplete.
The shim is noteworthy as an instance of the singletree pattern, where all singleton state is tied together by inclusion into a single hierarchical structure, and the order of initialization is naturally determined by the constructor data member initializers. I've also tried to make the shim an example of minimal-mode, mixed-paradigm programming, which I hope to write more about in the near future. The program is around 30k lines of C++, and the sources include some interesting components in the lib directory, in particular an object stack memory allocator.