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
- ☆26Aug 7, 2025Updated last year
- 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.
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆19May 21, 2013Updated 13 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Jun 9, 2013Updated 13 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 4 years ago
- Imandra Modelling Language CME MDP Model☆13May 12, 2020Updated 6 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Matching Engine for Limit Order Book☆411Feb 4, 2026Updated 6 months ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 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…☆84May 15, 2020Updated 6 years ago
- ☆15Oct 30, 2016Updated 9 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Fast implementation of an ITCH order book☆420Jun 22, 2022Updated 4 years ago
- the infinite ramble in rust, powered by tensorflow. (mfcc cosine similarity matching)☆13Apr 30, 2018Updated 8 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 6 years ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- A Disruptor-Lite implementation in python☆14Mar 8, 2019Updated 7 years ago
- Julia enum made nicer☆10May 28, 2020Updated 6 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
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆17Jan 11, 2025Updated last year
- 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.
- ☆10Mar 5, 2018Updated 8 years ago
- Render candlestick charts in the terminal☆13May 4, 2019Updated 7 years ago
- ☆14Nov 29, 2014Updated 11 years ago
- ☆10Oct 2, 2017Updated 8 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- ☆11Jun 20, 2024Updated 2 years ago
- trailing stop loss daemon that tracks performance via Philips Hue☆11Apr 24, 2018Updated 8 years ago
- Algorithms from the book "Elements of Statistical Learning", implemented in Python☆14Mar 29, 2015Updated 11 years ago
- Library to convert OpenTSDB data to pandas datastructures☆15Jan 4, 2016Updated 10 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Maven plugin for wrapping the sass cli☆16May 6, 2025Updated last year
- A new database interface proposal☆12Feb 8, 2020Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆12Jan 12, 2026Updated 7 months ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆66Oct 23, 2023Updated 2 years ago
- Python Backtesting library for trading strategies☆10May 30, 2022Updated 4 years ago
- An R data package containing Kaggle Titanic datasets☆12Jul 1, 2017Updated 9 years ago