aspone / OrderBook
C++ low-latency in-memory order book
☆89Updated 11 years ago
Alternatives and similar repositories for OrderBook:
Users that are interested in OrderBook are comparing it to the libraries listed below
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated 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…☆45Updated 4 years ago
- Nasdaq Order Book Reconstructor☆240Updated 3 years ago
- High-throughput / low-latency C++ application framework☆67Updated 2 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆31Updated 11 years ago
- A C++ and Python implementation of the limit order book.☆264Updated 4 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆45Updated 6 months ago
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆72Updated 3 years ago
- A collection of High-Frequency trading components☆287Updated 9 years ago
- C++ examples.☆162Updated 2 weeks ago
- ☆38Updated 5 years ago
- A low-latency, high-throughput order matching system implementation.☆37Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆142Updated 2 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years 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 8 months ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆170Updated 11 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,…☆122Updated last year
- Fast implementation of an ITCH order book☆360Updated 2 years ago
- Reference documents for low latency programming☆59Updated 5 months ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆51Updated 10 months ago
- A C++ Quantitative Trading System☆87Updated 8 years ago
- Algorithmic Trading in C++☆38Updated 3 years ago
- Financial Information Exchange Protocol C++ Library☆291Updated 11 months ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- real high-frequency-trading system based on c++☆74Updated 6 years ago
- Order Book Programming Problem☆21Updated 6 years ago
- C++14 implementation of an Order Book Stock Exchange☆21Updated 8 years ago