A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel, @TheCodingJesus
☆327Apr 7, 2024Updated 2 years ago
Alternatives and similar repositories for Orderbook
Users that are interested in Orderbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Simple BackTest Engine inspired by Backtrader framework available in python.☆19Mar 7, 2026Updated 6 months ago
- Top training materials in quantitative finance☆618Sep 2, 2025Updated last year
- My computational solution to Jane Street's monthly puzzles.☆380Feb 4, 2021Updated 5 years ago
- Resources to Prepare for Quant Developers/ Quantitative Researcher/ Quantitative Trader/ Quant Analyst/ Software Engineers in Quant Tradi…☆3,992Sep 19, 2026Updated last week
- A low-latency C++ generator inspired by Fix8, creating encoder, decoder, and message classes from a custom YAML schema for the Binary Ord…☆141Jun 8, 2025Updated last year
- 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.
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆212Jun 12, 2024Updated 2 years ago
- MA4128 Github Assessment☆10Dec 12, 2021Updated 4 years ago
- ☆34Oct 12, 2023Updated 2 years ago
- ☆1,250May 16, 2026Updated 4 months ago
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆85Aug 9, 2024Updated 2 years ago
- Code for "SPSC Lock-free, Wait-free Fifo from the Ground Up" presentation at CPPCON 2023☆135Sep 3, 2024Updated 2 years ago
- A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and …☆271Mar 16, 2026Updated 6 months ago
- Limit Orderbook & Matching Engine + market simulation & visualsation.☆32Oct 11, 2025Updated 11 months ago
- Collection of tidbits for HFT server config.☆52Sep 20, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆104May 19, 2023Updated 3 years ago
- kernel module for FreeBSD that implements IPv6 Neighbor Discovery proxying over Ethernet-like access networks☆20Dec 22, 2023Updated 2 years ago
- High performance order matching engine☆167Sep 8, 2026Updated 2 weeks ago
- Exchange-grade CLOB matching engine + microstructure analytics in C++20☆67May 31, 2026Updated 3 months ago
- A trading (matching) engine implementation in Rust.☆50Oct 31, 2022Updated 3 years ago
- A high frequency trading server written in Rust☆20May 21, 2025Updated last year
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆31Feb 13, 2022Updated 4 years ago
- ☆70Apr 10, 2021Updated 5 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆613Sep 20, 2022Updated 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.
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,388Nov 13, 2024Updated last year
- Building Low Latency Applications with CPP by Packt Publishing☆721Mar 2, 2026Updated 6 months ago
- An asynchronous low-latency trading system☆68Mar 30, 2024Updated 2 years ago
- ☆39Nov 18, 2024Updated last year
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆58May 9, 2026Updated 4 months ago
- Complex Without Complexes - C++20 library for Cayley-Dickson algebra computations (complex,quaternion,octonion)☆15Sep 18, 2026Updated last week
- C++ low-latency in-memory order book☆97Nov 17, 2013Updated 12 years ago
- Collection of 3 quantitative finance projects in Python that uses algorithmic trading.☆19Jan 20, 2021Updated 5 years ago
- ☆16Aug 3, 2022Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- A c++ matching engine with limit order book☆36Aug 3, 2026Updated last month
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆56Feb 9, 2019Updated 7 years ago
- A fast, and efficient trade matching engine built in C++ utilizing Chrono, BOOST, and STL libraries☆15Aug 24, 2023Updated 3 years ago
- Open source High-Frequency Trading Order Book with FPGA Acceleration☆83Jan 26, 2025Updated last year
- ☆40Feb 25, 2020Updated 6 years ago
- Low Latency Ring-Buffer | Atomic Smart Pointer | Lock & Wait Free Utilities☆93Apr 15, 2026Updated 5 months ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,076Sep 9, 2026Updated 2 weeks ago