Is0tope / stopcascade
Simulation of a stop cascade occurring on an exchange
☆13Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for stopcascade
- Example 3D order book visualiser for crypto markets.☆79Updated last year
- React component to flash numbers based on value changes. Perfect for financial applications.☆13Updated last year
- Simple Smart Order Router for crypto market☆25Updated 5 months ago
- Financial Information Exchange protocol in javascript☆54Updated 2 years ago
- Option pricing using the Black-Scholes formula☆67Updated 5 years ago
- Christian Dior 💃🕺👗👔📈📉 - (Order Matching Engine) - match hundreds of thousands of orders per second☆29Updated 3 years ago
- Examples of FIX mapping to JSON encoding☆14Updated 2 years ago
- Python library for high frequency market data processing.☆16Updated last year
- FIX port☆11Updated last month
- A JavaScript library to allocate and optimize financial portfolios.☆176Updated last year
- A fast L2/L3 orderbook data structure, in C, for Python☆258Updated 2 weeks ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- A fast in-memory limit order book (LOB).☆131Updated last year
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆62Updated 4 years ago
- An extensible, dynamic and blazing fast derivatives trading engine☆11Updated last year
- This is a sample implementation for consuming CME Market Data from CME Smart Stream on GCP in an ordered fashion.☆10Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆134Updated 8 months ago
- Marketmaker trading strategy☆26Updated 8 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆248Updated 2 weeks ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆68Updated 6 months ago
- Benchmarks to measure the cost of sleeping☆26Updated last year
- Determine implied volatility of options based on their prices☆42Updated 8 years ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆13Updated 2 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.☆74Updated 2 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆54Updated 3 weeks ago
- Library tablib to NodeJS☆10Updated 7 years ago
- Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT)☆146Updated this week
- Experimental trading exchange demo☆10Updated 4 years ago