AgalmicVentures / WerkLinks
High-throughput / low-latency C++ application framework
☆70Updated 3 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…☆52Updated 5 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆51Updated last month
- Yet another HFT framework☆49Updated last month
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated this week
- ☆40Updated 5 years ago
- C++ examples.☆166Updated 2 weeks ago
- C++ low-latency in-memory order book☆92Updated 12 years ago
- Algorithmic Trading in C++☆42Updated 4 years ago
- A C++ Quantitative Trading System☆98Updated 9 years ago
- A c++ matching engine with limit order book☆37Updated 10 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆39Updated 12 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 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☆19Updated last month
- A collection of High-Frequency trading components☆303Updated 10 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆41Updated 9 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆96Updated 2 months ago
- ☆62Updated last year
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- Helix, a market data feed handler for C and C++.☆119Updated 8 years ago
- ☆28Updated 10 years ago
- C++ implementation of options pricing models☆76Updated 8 years ago
- Nasdaq Order Book Reconstructor☆268Updated 4 years ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆197Updated 12 years ago
- c++, low-latency in-porcess communication via mmap☆49Updated 6 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆162Updated last year
- fixpp - A modern C++ FIX library☆90Updated last year
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆191Updated last month