Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
☆1,346Nov 13, 2024Updated last year
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…☆2,266Aug 27, 2022Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆680Jul 6, 2023Updated 2 years ago
- Example Order Book Imbalance Algorithm☆851Jul 25, 2023Updated 2 years ago
- High Frequency Market Making☆625Sep 24, 2023Updated 2 years ago
- Matching Engine for Limit Order Book☆408Feb 4, 2026Updated 2 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- C++ interfaces used to communicate with Roq's market gateways.☆504Apr 18, 2026Updated last week
- Database for L2 orderbook☆748Jan 25, 2024Updated 2 years ago
- A C++ and Python implementation of the limit order book.☆307Jul 7, 2020Updated 5 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,004Dec 23, 2025Updated 4 months ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,012Feb 27, 2026Updated 2 months ago
- Fast implementation of an ITCH order book☆413Jun 22, 2022Updated 3 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆198Mar 1, 2026Updated last month
- Limit Order Book Implemented in Python☆100Jan 3, 2018Updated 8 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.
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆948Jan 12, 2022Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆172Aug 21, 2017Updated 8 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆574Sep 20, 2022Updated 3 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆81May 15, 2020Updated 5 years ago
- Nasdaq Order Book Reconstructor☆273Oct 22, 2021Updated 4 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆718Apr 3, 2026Updated 3 weeks ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,123Apr 19, 2026Updated last week
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆207Jan 22, 2014Updated 12 years ago
- High frequency trading bot for crypto currencies☆425Feb 7, 2022Updated 4 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.
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- A fast in-memory limit order book (LOB).☆167Jan 29, 2023Updated 3 years ago
- Modern C++ order matching engine☆1,450Mar 15, 2024Updated 2 years ago
- real high-frequency-trading system based on c++☆124Apr 5, 2019Updated 7 years ago
- ☆144Dec 8, 2022Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆182Sep 28, 2019Updated 6 years ago
- ☆450Jan 10, 2021Updated 5 years ago
- C++ examples.☆167Apr 18, 2026Updated last week
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆500Mar 9, 2021Updated 5 years 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.
- A collection of High-Frequency trading components☆305Nov 8, 2015Updated 10 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆654Mar 5, 2026Updated last month
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆154May 9, 2020Updated 5 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆316Nov 3, 2025Updated 5 months ago
- Algorithmic trading framework for cryptocurrencies.☆1,550Jan 7, 2026Updated 3 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆166Mar 4, 2024Updated 2 years ago
- Fully functioning fast Limit Order Book written in Python☆200Jan 1, 2023Updated 3 years ago