A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
☆268Mar 16, 2026Updated 4 months ago
Alternatives and similar repositories for orderbook-simulator-cpp
Users that are interested in orderbook-simulator-cpp are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- high-performance orderbook engine in Rust with microsecond latency☆38Oct 13, 2025Updated 10 months ago
- Low Latency Trading Simulator with heavy focus on performance.☆19Sep 8, 2025Updated 11 months ago
- High performance order matching engine☆157Jan 11, 2026Updated 7 months ago
- ☆135Mar 22, 2026Updated 4 months ago
- High-Frequency Trading (HFT) style Order Matching Engine in C++. It demonstrates mastery of systems programming, memory management, and a…☆17Jul 13, 2026Updated last month
- 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.
- Implementing a first hurdle for expected returns☆18Updated this week
- Open-source desktop application for real-time market microstructure analysis. Explore live Level 2 order books, trades, liquidity, and bu…☆1,179Updated this week
- A performance-critical trading system implementation demonstrating expertise in low-latency C++ development, systems programming, and fin…☆43May 16, 2026Updated 2 months ago
- C++ microbenchmark challenges for HFT University☆46Updated this week
- High performance, low latency market trading application written in C++☆18Jan 5, 2025Updated last year
- An upcoming Open Source Repository full of Open Source Quant Finance Books and Resources☆84Aug 10, 2025Updated last year
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆261Feb 5, 2025Updated last year
- resource dump☆380Jun 10, 2026Updated 2 months ago
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆319Apr 7, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- An Avellaneda-Stoikov market-making research project built on real Binance Futures `BTCUSDT` L2 data.☆16Mar 20, 2026Updated 4 months ago
- ☆29Mar 20, 2026Updated 4 months ago
- Open Source Multi-Asset Market Simulator☆44Aug 5, 2026Updated last week
- An asynchronous low-latency trading system☆69Mar 30, 2024Updated 2 years ago
- Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as a…☆36Updated this week
- Quantreo's Quant Library☆98Apr 4, 2026Updated 4 months ago
- A low-latency C++ generator inspired by Fix8, creating encoder, decoder, and message classes from a custom YAML schema for the Binary Ord…☆137Jun 8, 2025Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆86Updated this week
- Enhanced Portfolio Optimization (EPO)☆18Jul 31, 2026Updated last week
- 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.
- ☆16Jan 20, 2021Updated 5 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆209Mar 1, 2026Updated 5 months ago
- Macrosynergy Quant Research☆190Updated this week
- lightweight LMAX disruptor v3 port in C++20☆41Sep 10, 2025Updated 11 months ago
- Python implementation of the ACM Term Premium Model☆26Apr 7, 2026Updated 4 months ago
- ☆14Oct 10, 2024Updated last year
- This high-frequency trading (HFT) bot is designed for low-latency trading in the EUR/USD currency pair. Utilizing advanced C++ techniques…☆18Jul 9, 2024Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆195Jun 12, 2024Updated 2 years ago
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆18Sep 4, 2025Updated 11 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 🧬 Blazing-fast frontend for a high-frequency crypto exchange - optimized for traders☆16May 24, 2025Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆427Nov 17, 2025Updated 8 months ago
- A fast, and efficient trade matching engine built in C++ utilizing Chrono, BOOST, and STL libraries☆16Aug 24, 2023Updated 2 years ago
- trading system☆16Dec 16, 2024Updated last year
- High performance, low latency high frequency trading system written from scratch in C++☆59Sep 14, 2023Updated 2 years ago
- This repository contains all the code, model configurations, and experimental setups used during my participation in a data imputation co…☆20Jun 17, 2025Updated last year
- This is an educational high-frequency trading system simulator built in C++17 with a real-time GUI. It demonstrates HFT concepts through …☆18Feb 26, 2026Updated 5 months ago