Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level
☆84Jan 29, 2026Updated last month
Alternatives and similar repositories for performance
Users that are interested in performance are comparing it to the libraries listed below
Sorting:
- Tick-to-trade latency benchmark sources☆17Oct 10, 2017Updated 8 years ago
- Everything about low latency system.☆72Feb 7, 2026Updated last month
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- ☆40Feb 25, 2020Updated 6 years ago
- Knowledge base for low latency programming☆134Jan 28, 2026Updated last month
- High-throughput / low-latency C++ application framework☆70Aug 21, 2022Updated 3 years ago
- An open-sourced OpenQuant API implementation☆11Jun 15, 2014Updated 11 years ago
- Convert various benchmarking formats to benchfmt☆13Jan 31, 2025Updated last year
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Jul 23, 2018Updated 7 years ago
- Sample BitMEX Market Making Bot☆28Apr 8, 2021Updated 4 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- ☆11Mar 19, 2018Updated 7 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆121Feb 3, 2024Updated 2 years ago
- algo trading backtesting on BitMEX☆80Dec 4, 2023Updated 2 years ago
- A quick and easy way to write fast websocket services in Go☆13Apr 6, 2019Updated 6 years ago
- Shared-memory interprocess communication from C/python using OpenHFT's chronicle-queue protocol☆21Nov 18, 2024Updated last year
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- 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…☆53Dec 22, 2020Updated 5 years ago
- async (boost.asio) library for backtesting☆30Jan 13, 2016Updated 10 years ago
- A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)☆252Apr 22, 2025Updated 10 months ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Jun 21, 2018Updated 7 years ago
- go-sora is go signaling client library for WebRTC SFU Sora☆15Aug 30, 2020Updated 5 years ago
- git import of openonload.org https://gist.github.com/majek/ae188ae72e63470652c9☆244Dec 7, 2022Updated 3 years ago
- TLS in Rust (eventually)☆21Mar 12, 2013Updated 12 years ago
- Interactive object file browser with symbol, source, assembly, and analysis☆22Apr 10, 2024Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Rust geohash library☆17Nov 3, 2020Updated 5 years ago
- Stock trader based on CTP☆16Feb 22, 2014Updated 12 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- Extremely experimental toy go compiler☆19Oct 18, 2020Updated 5 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆70Feb 20, 2026Updated 2 weeks ago
- Yet another HFT framework☆51Feb 19, 2026Updated 2 weeks ago
- orderbooks contain so much more organic informations than moving averages...☆19Updated this week
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Jun 3, 2018Updated 7 years ago
- A simple and efficient LRU cache package for Go☆36May 11, 2023Updated 2 years ago
- Pseudo-LRU implementation using 1-bit per entry and achieving Full-LRU performance.☆22Dec 17, 2022Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- A SIMD optimized fixed-length string class along with an adaptive hash table for fast searching☆129Jul 4, 2021Updated 4 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago