bigfatwhale / orderbookLinks
Implementation of a orderbook data structure for LOB research capabilities.
☆145Updated last year
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below
Sorting:
- A C++ and Python implementation of the limit order book.☆277Updated 4 years ago
- Nasdaq Order Book Reconstructor☆245Updated 3 years ago
- C++ low-latency in-memory order book☆92Updated 11 years ago
- C++23 examples.☆164Updated 3 weeks ago
- Fast implementation of an ITCH order book☆368Updated 3 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆148Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- A fast in-memory limit order book (LOB).☆152Updated 2 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆175Updated 11 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆276Updated 7 months ago
- An asynchronous low-latency trading system☆45Updated last year
- Coding exercise I did ages ago for a Jump Trading interview☆35Updated 11 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆59Updated last year
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆59Updated last year
- A collection of High-Frequency trading components☆290Updated 9 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆76Updated 5 years ago
- ☆121Updated 3 years ago
- Limit Order Book Implemented in Python☆94Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆239Updated 3 months ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆144Updated 5 years ago
- real high-frequency-trading system based on c++☆86Updated 6 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆37Updated 9 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆74Updated 6 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- A collection of homeworks of market microstructure models.☆247Updated 7 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- ☆114Updated 7 years ago