A C++ and Python implementation of the limit order book.
☆311Jul 7, 2020Updated 6 years ago
Alternatives and similar repositories for limit-order-book
Users that are interested in limit-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:
- Fast implementation of an ITCH order book☆420Jun 22, 2022Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,384Nov 13, 2024Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆167Mar 4, 2024Updated 2 years ago
- Nasdaq Order Book Reconstructor☆282Oct 22, 2021Updated 4 years ago
- A fast in-memory limit order book (LOB).☆176Jan 29, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,058Jun 18, 2026Updated last month
- Matching Engine for Limit Order Book☆410Feb 4, 2026Updated 5 months ago
- Simple Smart Order Router for crypto market☆28Jun 5, 2024Updated 2 years ago
- C++ low-latency in-memory order book☆96Nov 17, 2013Updated 12 years ago
- Ansible Playbook to deploy and configure services on remote or local host.☆12Jul 6, 2026Updated 3 weeks ago
- Limit Order Book Implemented in Python☆103Jan 3, 2018Updated 8 years ago
- C++ examples.☆170Jul 6, 2026Updated 3 weeks ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,314Aug 27, 2022Updated 3 years ago
- A limit order book matching engine written in Julia☆34Dec 2, 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.
- Modern C++ order matching engine☆1,489Mar 15, 2024Updated 2 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆213Jan 22, 2014Updated 12 years ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆510Mar 9, 2021Updated 5 years ago
- Fully functioning fast Limit Order Book written in Python☆201Jan 1, 2023Updated 3 years ago
- Bitstamp real time console based limit order book☆140Jun 30, 2026Updated 3 weeks ago
- Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT)☆203Jul 3, 2026Updated 3 weeks 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…☆1,166Jul 14, 2026Updated 2 weeks ago
- A collection of High-Frequency trading components☆310Nov 8, 2015Updated 10 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆123May 20, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Database for L2 orderbook☆752Jan 25, 2024Updated 2 years ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆512Jul 16, 2026Updated last week
- Basic order matching engine written in Rust☆453Apr 13, 2018Updated 8 years ago
- ☆472Jan 10, 2021Updated 5 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆134May 3, 2024Updated 2 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Coding exercise I did ages ago for a Jump Trading interview☆39Jul 10, 2013Updated 13 years ago
- A high-performance WebSocket library optimized for low latency and high throughput.☆41Mar 6, 2025Updated last year
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Build your own historical Limit Order Book dataset☆52Jun 26, 2021Updated 5 years ago
- Example Order Book Imbalance Algorithm☆867Jul 25, 2023Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆714Jul 6, 2023Updated 3 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆669Mar 5, 2026Updated 4 months ago