Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3, C and Rust
☆1,390Nov 8, 2026Updated this week
Alternatives and similar repositories for HFT-Orderbook
Users that are interested in HFT-Orderbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,373Aug 27, 2022Updated 4 years ago
- Example Order Book Imbalance Algorithm☆876Jul 25, 2023Updated 3 years ago
- High Frequency Market Making☆654Sep 24, 2023Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆741Jul 6, 2023Updated 3 years ago
- Matching Engine for Limit Order Book☆416Feb 4, 2026Updated 9 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Database for L2 orderbook☆751Jan 25, 2024Updated 2 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆517Updated this week
- A header-only C++ limit order book with price-time priority matching, a C API, and Python bindings.☆314Oct 19, 2026Updated 3 weeks ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆5,085Dec 23, 2025Updated 10 months ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,097Nov 5, 2026Updated last week
- Python implementation of fast limit-order book.☆321Oct 26, 2017Updated 9 years ago
- Fast implementation of an ITCH order book☆416Jun 22, 2022Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆614Sep 20, 2022Updated 4 years ago
- Limit Order Book Implemented in Python☆102Jan 3, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Nasdaq Order Book Reconstructor☆287Oct 22, 2021Updated 5 years ago
- VisualHFT Terminal: open-source observability and decision terminal for electronic trading desks. Live Level 2 order books, microstructur…☆1,217Updated this week
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆216Jan 22, 2014Updated 12 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆218Mar 1, 2026Updated 8 months ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆966Jan 12, 2022Updated 4 years ago
- real high-frequency-trading system based on c++☆138Apr 5, 2019Updated 7 years ago
- Modern C++ order matching engine☆1,513Mar 15, 2024Updated 2 years ago
- ☆148Dec 8, 2022Updated 3 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆752Updated this week
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Analysis of High Frequency Trading on Bitcoin exchanges☆174Aug 21, 2017Updated 9 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆84May 15, 2020Updated 6 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆687Oct 13, 2026Updated last month
- High frequency trading bot for crypto currencies☆432Feb 7, 2022Updated 4 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆322Nov 5, 2026Updated last week
- A collection of High-Frequency trading components☆316Nov 8, 2015Updated 11 years ago
- Example of order book modeling.☆57Jun 18, 2019Updated 7 years ago
- A fast in-memory limit order book (LOB).☆177Jan 29, 2023Updated 3 years ago
- ☆486Jan 10, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- C++ examples.☆170Updated this week
- Algorithmic trading framework for cryptocurrencies.☆1,720Jan 7, 2026Updated 10 months ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆525Mar 9, 2021Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆186Sep 28, 2019Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆2,948May 29, 2025Updated last year
- C++ low-latency in-memory order book☆97Nov 17, 2013Updated 12 years ago
- Matching Engine for Limit Order Book in Golang☆558Apr 4, 2025Updated last year
Are these results useful?