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:
- 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
- ☆26Aug 7, 2025Updated 7 months ago
- Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust☆17May 30, 2021Updated 4 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Simple Market Simulator implementation for HFT stress testing☆31Jun 9, 2013Updated 12 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆62Oct 23, 2023Updated 2 years ago
- Matching Engine for Limit Order Book☆408Feb 4, 2026Updated last month
- A lock-free, thread-safe, multi-producer/multi-consumer queue based on the LMAX Disruptor.☆16Apr 20, 2021Updated 4 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 7 years ago
- A simple limit order book implemented in Go☆25Oct 29, 2017Updated 8 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆80May 15, 2020Updated 5 years ago
- Imandra Modelling Language CME MDP Model☆13May 12, 2020Updated 5 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- ☆15Oct 30, 2016Updated 9 years ago
- A fast limit order book implementation in Go, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/orderbook, the Python …☆14May 15, 2020Updated 5 years ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- A Disruptor-Lite implementation in python☆13Mar 8, 2019Updated 7 years ago
- Julia enum made nicer☆10May 28, 2020Updated 5 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- A small command line tool to fetch data from Zwift and report on it.☆10Nov 9, 2023Updated 2 years ago
- A Julia quantitative portfolio analytics (risk / performance) via online algorithms☆13Mar 9, 2026Updated 2 weeks ago
- Generic Black-Scholes -Merton calculator☆33Oct 7, 2015Updated 10 years ago
- 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.
- 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
- Automated monitoring of orders/positions on your BitMEX account.☆13Dec 8, 2022Updated 3 years ago
- ☆12Nov 29, 2014Updated 11 years ago
- Algorithms from the book "Elements of Statistical Learning", implemented in Python☆12Mar 29, 2015Updated 11 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
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Euronext Clone☆32Jun 29, 2022Updated 3 years ago
- This module provides methods to fetch data from OpenTSDB HTTP interface and convert them into Pandas Timeseries object.☆14Oct 6, 2016Updated 9 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆68Oct 26, 2024Updated last year
- 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 2 months ago
- A fast implementation of mmap in Python☆14Jun 3, 2020Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago