Fast Limit order book implementation using AVL binary trees
☆43Sep 7, 2016Updated 9 years ago
Alternatives and similar repositories for order-book
Users that are interested in order-book are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A limit order book matching engine written in Julia☆34Dec 2, 2021Updated 4 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust☆18May 30, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Orderbook implementation in go with red black tree☆14Sep 4, 2018Updated 7 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆63Oct 23, 2023Updated 2 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- Matching Engine for Limit Order Book☆408Feb 4, 2026Updated 2 months ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- A simple limit order book implemented in Go☆25Oct 29, 2017Updated 8 years ago
- Imandra Modelling Language CME MDP Model☆13May 12, 2020Updated 5 years ago
- Useful functions for Black–Scholes Model in the Julia Language☆53Mar 30, 2026Updated 3 weeks ago
- ☆15Oct 30, 2016Updated 9 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A fully decentralized, no fees, ethereum exchange for tokens, unofficial website☆21Dec 21, 2018Updated 7 years ago
- Fast implementation of an ITCH order book☆413Jun 22, 2022Updated 3 years ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- ☆21Apr 2, 2026Updated 2 weeks ago
- A Disruptor-Lite implementation in python☆13Mar 8, 2019Updated 7 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆53Feb 5, 2018Updated 8 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆17Jan 11, 2025Updated last year
- A small command line tool to fetch data from Zwift and report on it.☆10Nov 9, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A Julia quantitative portfolio analytics (risk / performance) via online algorithms☆13Updated this week
- Scraper to pull financial data off of yahoo☆19Oct 10, 2015Updated 10 years ago
- Render candlestick charts in the terminal☆13May 4, 2019Updated 6 years ago
- ☆10Oct 2, 2017Updated 8 years ago
- ☆12Nov 29, 2014Updated 11 years ago
- trailing stop loss daemon that tracks performance via Philips Hue☆11Apr 24, 2018Updated 7 years ago
- Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex (www.darwinex.com)☆19Jun 14, 2018Updated 7 years ago
- Library to convert OpenTSDB data to pandas datastructures☆15Jan 4, 2016Updated 10 years ago
- JavaScript library for parsing ANT/Garmin .FIT files☆15Oct 2, 2023Updated 2 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.
- Javascript client-side FIT file analyzer.☆11Nov 15, 2019Updated 6 years ago
- A new database interface proposal☆12Feb 8, 2020Updated 6 years ago
- Euronext Clone☆32Jun 29, 2022Updated 3 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆68Updated this week
- An R data package containing Kaggle Titanic datasets☆12Jul 1, 2017Updated 8 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated 3 months ago
- A fast implementation of mmap in Python☆14Jun 3, 2020Updated 5 years ago