Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
☆1,372Nov 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…☆2,285Aug 27, 2022Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆696Jul 6, 2023Updated 2 years ago
- Example Order Book Imbalance Algorithm☆861Jul 25, 2023Updated 2 years ago
- Matching Engine for Limit Order Book☆409Feb 4, 2026Updated 4 months ago
- High Frequency Market Making☆629Sep 24, 2023Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- C++ interfaces used to communicate with Roq's market gateways.☆506Updated this week
- Database for L2 orderbook☆748Jan 25, 2024Updated 2 years ago
- A C++ and Python implementation of the limit order book.☆308Jul 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…☆4,157Dec 23, 2025Updated 5 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☆1,031May 27, 2026Updated last week
- Fast implementation of an ITCH order book☆415Jun 22, 2022Updated 3 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆203Mar 1, 2026Updated 3 months ago
- Limit Order Book Implemented in Python☆102Jan 3, 2018Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆954Jan 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☆579Sep 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 6 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆724Apr 30, 2026Updated last month
- Nasdaq Order Book Reconstructor☆275Oct 22, 2021Updated 4 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆209Jan 22, 2014Updated 12 years 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…☆1,139May 29, 2026Updated last week
- High frequency trading bot for crypto currencies☆429Feb 7, 2022Updated 4 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.
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- A fast in-memory limit order book (LOB).☆168Jan 29, 2023Updated 3 years ago
- Modern C++ order matching engine☆1,470Mar 15, 2024Updated 2 years ago
- ☆145Dec 8, 2022Updated 3 years ago
- real high-frequency-trading system based on c++☆129Apr 5, 2019Updated 7 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 6 years ago
- ☆454Jan 10, 2021Updated 5 years ago
- C++ examples.☆167Updated this week
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆660Mar 5, 2026Updated 3 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 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
- A fast L2/L3 orderbook data structure, in C, for Python☆316Nov 3, 2025Updated 7 months ago
- A collection of High-Frequency trading components☆308Nov 8, 2015Updated 10 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆155May 9, 2020Updated 6 years ago
- Algorithmic trading framework for cryptocurrencies.☆1,607Jan 7, 2026Updated 5 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☆201Jan 1, 2023Updated 3 years ago