Kautenja / limit-order-book
A C++ and Python implementation of the limit order book.
☆260Updated 4 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
- Implementation of a orderbook data structure for LOB research capabilities.☆142Updated last year
- Fast implementation of an ITCH order book☆355Updated 2 years ago
- Nasdaq Order Book Reconstructor☆236Updated 3 years ago
- C++ examples.☆161Updated last week
- C++ low-latency in-memory order book☆87Updated 11 years ago
- ☆378Updated 4 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆470Updated this week
- Personal Project that implements a variety of HFT strategies in C++☆71Updated 3 years ago
- A collection of High-Frequency trading components☆286Updated 9 years ago
- High frequency trading bot for crypto currencies☆380Updated 3 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆166Updated 11 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆137Updated last year
- High Frequency Market Making☆517Updated last year
- A fast L2/L3 orderbook data structure, in C, for Python☆268Updated 4 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆225Updated this week
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,075Updated 4 months ago
- A collection of homeworks of market microstructure models.☆223Updated 6 years ago
- real high-frequency-trading system based on c++☆71Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆137Updated 4 years ago
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆114Updated 11 months ago
- C++ implementation of options pricing models☆75Updated 7 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQF…☆529Updated this week
- A fast in-memory limit order book (LOB).☆147Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆495Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- C++ Trading Algorithm Backtest Environment☆87Updated 6 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆411Updated 2 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆99Updated 2 years ago
- Matching Engine for Limit Order Book☆377Updated 3 years ago
- A low-latency, high-throughput order matching system implementation.☆37Updated last year