AgalmicVentures / WerkLinks
High-throughput / low-latency C++ application framework
☆68Updated 2 years ago
Alternatives and similar repositories for Werk
Users that are interested in Werk are comparing it to the libraries listed below
Sorting:
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆51Updated 4 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated 9 months ago
- Yet another HFT framework☆44Updated last week
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- C++ low-latency in-memory order book☆93Updated 11 years ago
- ☆39Updated 5 years ago
- C++23 examples.☆162Updated last month
- Algorithmic Trading in C++☆39Updated 3 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆86Updated 2 weeks ago
- A C++ Quantitative Trading System☆94Updated 9 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- Helix, a market data feed handler for C and C++.☆118Updated 7 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated last year
- A c++ matching engine with limit order book☆36Updated 10 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- A low-latency, high-throughput order matching system implementation.☆45Updated 2 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- c++, low-latency in-porcess communication via mmap☆49Updated 6 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆192Updated 9 years ago
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- ☆56Updated last year
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- ☆28Updated 10 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- real high-frequency-trading system based on c++☆90Updated 6 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆177Updated 11 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago