C++ low-latency in-memory order book
☆95Nov 17, 2013Updated 12 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:
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆207Jan 22, 2014Updated 12 years ago
- Fast implementation of an ITCH order book☆414Jun 22, 2022Updated 3 years ago
- 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…☆56Dec 22, 2020Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,350Nov 13, 2024Updated last year
- A collection of High-Frequency trading components☆305Nov 8, 2015Updated 10 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Implementation of a orderbook data structure for LOB research capabilities.☆166Mar 4, 2024Updated 2 years ago
- A C++ and Python implementation of the limit order book.☆307Jul 7, 2020Updated 5 years ago
- Order Book Implementation☆25Nov 15, 2012Updated 13 years ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,022Feb 27, 2026Updated 2 months ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆735Dec 16, 2020Updated 5 years ago
- Playing with C++17 and performance☆14Jun 13, 2018Updated 7 years ago
- 证券高频量化交易系统，提供抢板、半路板服务。☆12Feb 29, 2024Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Modern C++ order matching engine☆1,455Mar 15, 2024Updated 2 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆42Apr 10, 2016Updated 10 years ago
- C++ intrusive container templates. Abstract node links, no use of new/delete.☆10Mar 5, 2026Updated 2 months ago
- high-performance-thread-pool☆15Oct 8, 2018Updated 7 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆506Apr 18, 2026Updated 2 weeks ago
- ☆40Feb 25, 2020Updated 6 years ago
- C++ Summer Lecture Series 2016☆14Sep 30, 2016Updated 9 years ago
- Writing optimized code for Hudson River Trading BookBuilder Workshop (invite-only)☆10May 29, 2021Updated 4 years ago
- Financial Information Exchange Protocol C++ Library☆318Apr 18, 2024Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- fixpp - A modern C++ FIX library☆92Sep 25, 2024Updated last year
- Nasdaq Order Book Reconstructor☆273Oct 22, 2021Updated 4 years ago
- CPU Internals (Cache, TLB, MMU, Pipeline, Branch Prediction, Out-of-Order Execution, ROB, Side Channel Attack ...)☆25Aug 21, 2020Updated 5 years ago
- Matching Engine for Limit Order Book☆408Feb 4, 2026Updated 3 months ago
- Super-Simple, Permissionless DeFi Options Market for Any ERC20 Token☆18Aug 16, 2021Updated 4 years ago
- Some examples how C++ multithreading programming works, includes tips and adviced with good approches for achieving good and efficient re…☆33Jan 24, 2018Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Class projects for High-Frequency Trading Technologies at the University of Notre Dame☆28Apr 24, 2026Updated last week
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆54Dec 25, 2025Updated 4 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- reading and understanding the lua source code☆16Dec 12, 2008Updated 17 years ago
- A simple coroutine-based reactor library☆53Feb 2, 2026Updated 3 months ago
- Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges☆273Dec 18, 2023Updated 2 years ago
- IB TWS API examples☆25Updated this week
- A high-performance WebSocket library optimized for low latency and high throughput.☆39Mar 6, 2025Updated last year
- C++(11) financial market orderbook and matching engine with Python extension module☆35Mar 14, 2021Updated 5 years ago
- C++ networking library including UniConf and a convenient D-Bus API☆30Nov 3, 2022Updated 3 years ago