PacktPublishing / C-High-Performance-for-Financial-Systems-
☆140Updated 7 months ago
Related projects ⓘ
Alternatives and complementary repositories for C-High-Performance-for-Financial-Systems-
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆91Updated 7 months ago
- Building Low Latency Applications with CPP by Packt Publishing☆396Updated last year
- A C++ and Python implementation of the limit order book.☆243Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆134Updated 8 months ago
- C++ low-latency in-memory order book☆79Updated 11 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆468Updated this week
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆37Updated last month
- Coding exercise I did ages ago for a Jump Trading interview☆31Updated 11 years ago
- Algo trading code, documentation and webinars.☆64Updated 11 months ago
- ☆765Updated last year
- Order Book implementation in C++20 (Concepts & Co-Routines)☆24Updated 6 months ago
- A high performance map.☆93Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆127Updated last year
- C++ examples.☆158Updated this week
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆44Updated 3 years ago
- Ultra Low Latency EventProcessor.☆35Updated 3 months ago
- ☆98Updated 3 years ago
- Nasdaq Order Book Reconstructor☆228Updated 3 years ago
- A low-latency, high-throughput order matching system implementation.☆35Updated last year
- C++ Trading Algorithm Backtest Environment☆86Updated 6 years ago
- The official C++ client library for Databento☆29Updated last week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆212Updated 6 months ago
- An asynchronous low-latency trading system☆35Updated 7 months ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated 3 months ago
- toolbox of fast mm-related funcs☆128Updated 2 months ago
- High performance, low latency high frequency trading system written from scratch in C++☆18Updated last year
- Fast implementation of an ITCH order book☆339Updated 2 years ago
- A collection of High-Frequency trading components☆277Updated 9 years ago
- Financial Information Exchange Protocol C++ Library☆280Updated 7 months ago
- real high-frequency-trading system based on c++☆58Updated 5 years ago